Guay C. Lim
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- V. L. Martin & G. M. Martin & G. C. Lim, 2005.
"Parametric pricing of higher order moments in S&P500 options,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
- G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
- G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
Mentioned in:
Working papers
- Efrem Castelnuovo & Guay C. Lim, 2018.
"What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
CESifo Working Paper Series
7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Saccone, Donatella & Posta, Pompeo Della & Marelli, Enrico & Signorelli, Marcello, 2022. "Public investment multipliers by functions of government: An empirical analysis for European countries," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 531-545.
- António Afonso & Eduardo Rodrigues, 2024.
"Is public investment in construction and in R&D, growth enhancing? A PVAR approach,"
Applied Economics, Taylor & Francis Journals, vol. 56(24), pages 2875-2899, May.
- António Afonso & Eduardo de Sá Fortes Leitão Rodrigues, 2022. "Is public investment in construction and in R&D, growth enhancing? A PVAR Approach," Working Papers REM 2022/0249, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Eduardo de Sá Fortes Leitao Rodrigues, 2022. "Is Public Investment in Construction and in R&D, Growth Enhancing? A PVAR Approach," CESifo Working Paper Series 10048, CESifo.
- Beetsma, Roel & Cimadomo, Jacopo & van Spronsen, Josha, 2022.
"One Scheme Fits All: A Central Fiscal Capacity for the EMU Targeting Eurozone, National and Regional Shocks,"
CEPR Discussion Papers
16829, C.E.P.R. Discussion Papers.
- Beetsma, Roel & Cimadomo, Jacopo & van Spronsen, Josha, 2024. "One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks," European Economic Review, Elsevier, vol. 165(C).
- Beetsma, Roel & Cimadomo, Jacopo & van Spronsen, Josha, 2022. "One scheme fits all: a central fiscal capacity for the EMU targeting eurozone, national and regional shocks," Working Paper Series 2666, European Central Bank.
- Robert L. Czudaj & Joscha Beckmann, 2020.
"Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence,"
Chemnitz Economic Papers
039, Department of Economics, Chemnitz University of Technology, revised Oct 2020.
- Joscha Beckmann & Robert L Czudaj & Georgios Kouretas, 2021. "Fiscal policy uncertainty and its effects on the real economy: German evidence," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1516-1535.
- Karamysheva, Madina & Skrobotov, Anton, 2022. "Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Johannes Hermanus Kemp, 2020. "Empirical estimates of fiscal multipliers for South Africa," WIDER Working Paper Series wp-2020-91, World Institute for Development Economic Research (UNU-WIDER).
- Ageliki Anagnostou & Piotr Krajewski & Katarzyna Pilat, 2020. "Regional Specific Idiosyncrasies and Fiscal Policy: Evidence from 47 Regions of the Central and Eastern European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 936-954.
- Ihor Kendiukhov, 2024. "Present Value of the Future Consumer Goods Multiplier," Papers 2402.01938, arXiv.org.
- Cláudia Braz & Maria Manuel Campos, 2021. "Challenges in measuring fiscal effects," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2018.
"Beyond Okun's Law: Output Growth and Labor Market Flows,"
CEPR Discussion Papers
13369, C.E.P.R. Discussion Papers.
- G. C. Lim & Robert Dixon & Jan C. Ours, 2021. "Beyond Okun’s law: output growth and labor market flows," Empirical Economics, Springer, vol. 60(3), pages 1387-1409, March.
- Guay C. Lim & Robert Dixon & Jan (J.C.) van Ours, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," Tinbergen Institute Discussion Papers 18-097/V, Tinbergen Institute.
- Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019. "Beyond Okun's Law: Output Growth and Labor Market Flows," Melbourne Institute Working Paper Series wp2019n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Benos, Nikos & Stavrakoudis, Athanassios, 2020.
"Okun's Law: Copula-based Evidence from G7 Countries,"
MPRA Paper
103318, University Library of Munich, Germany.
- Benos, Nikos & Stavrakoudis, Athanassios, 2022. "Okun's law: Copula-based evidence from G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 478-491.
- Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
- Fontanari, Claudia & Palumbo, Antonella & Salvatori, Chiara, 2020.
"Potential Output in Theory and Practice: A Revision and Update of Okun's Original Method,"
Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 247-266.
- Claudia Fontanari, & Antonella Palumbo & Chiara Salvatori, 2019. "Potential Output in Theory and Practice: A Revision and Update of Okun`s Original Method," Working Papers Series 93, Institute for New Economic Thinking.
- Guay Lim & Sarantis Tsiaplias, 2016.
"Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy,"
Melbourne Institute Working Paper Series
wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- G.C. Lim & Sarantis Tsiaplias, 2018. "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
Cited by:
- Calvin He & Gianni La Cava, 2020. "The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets," RBA Research Discussion Papers rdp2020-02, Reserve Bank of Australia.
- Sarantis Tsiaplias & Jiao Wang, 2023. "The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(1), pages 5-19, March.
- Christopher G Gibbs & Jonathan Hambur & Gabriela Nodari, 2018. "DSGE Reno: Adding a Housing Block to a Small Open Economy Model," RBA Research Discussion Papers rdp2018-04, Reserve Bank of Australia.
- Dieckelmann, Daniel & Hempell, Hannah S. & Jarmulska, Barbara & Lang, Jan Hannes & Rusnák, Marek, 2023. "House prices and ultra-low interest rates: exploring the non-linear nexus," Working Paper Series 2789, European Central Bank.
- Christopher G. Gibbs & Jonathan Hambur & Gabriela Nodari, 2021. "Housing and Commodity Investment Booms in a Small Open Economy," The Economic Record, The Economic Society of Australia, vol. 97(317), pages 212-242, June.
- van Ours, Jan C. & Dixon, Robert & Lim, Guay, 2016.
"Revisiting Okun's relationship,"
CEPR Discussion Papers
11184, C.E.P.R. Discussion Papers.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2017. "Revisiting the Okun relationship," Applied Economics, Taylor & Francis Journals, vol. 49(28), pages 2749-2765, June.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2016. "Revisiting Okun’s Relationship," Melbourne Institute Working Paper Series wp2016n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Dixon, Robert & Lim, Guay C. & van Ours, Jan C., 2016. "Revisiting Okun's Relationship," IZA Discussion Papers 9815, Institute of Labor Economics (IZA).
- Dixon, R. & Lim, G.C. & van Ours, Jan, 2016. "Revisiting Okun's Relationship," Other publications TiSEM ac544754-2905-412a-a70e-4, Tilburg University, School of Economics and Management.
- Dixon, R. & Lim, G.C. & van Ours, Jan, 2016. "Revisiting Okun's Relationship," Discussion Paper 2016-010, Tilburg University, Center for Economic Research.
Cited by:
- Benos, Nikos & Stavrakoudis, Athanassios, 2020.
"Okun's Law: Copula-based Evidence from G7 Countries,"
MPRA Paper
103318, University Library of Munich, Germany.
- Benos, Nikos & Stavrakoudis, Athanassios, 2022. "Okun's law: Copula-based evidence from G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 478-491.
- Ali Palali & Jan C. Ours, 2017. "Workplace Accidents and Workplace Safety: On Under-reporting and Temporary Jobs," LABOUR, CEIS, vol. 31(1), pages 1-14, March.
- Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019.
"Okun’s Law Across Time and Frequencies,"
NIPE Working Papers
13/2019, NIPE - Universidade do Minho.
- Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2020. "Okun’s Law across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Mindaugas Butkus & Janina Seputiene, 2019. "The Output Gap and Youth Unemployment: An Analysis Based on Okun’s Law," Economies, MDPI, vol. 7(4), pages 1-17, November.
- Thomas Obst, 2022.
"Dynamic version of Okun’s law in the EU15 countries—The role of delays in the unemployment‐output nexus,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(2), pages 225-241, May.
- Obst, Thomas, 2019. "A dynamic version of Okun's law in the EU15 countries - The role of delays in the unemployment-output nexus," Discussion Papers 411, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Ousama Ben-Salha & Zouhair Mrabet, 2019. "Is Economic Growth Really Jobless? Empirical Evidence from North Africa," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(4), pages 598-624, December.
- Andrew Evans, 2018. "Okun coefficients and participation coefficients by age and gender," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 7(1), pages 1-22, December.
- Pham, Binh Thai & Sala, Hector, 2019. "Government Deficit Shocks and Okun's Coefficient Volatility: New Insights on the Austerity versus Growth Debate," IZA Discussion Papers 12492, Institute of Labor Economics (IZA).
- Jan Russnak & Georg Stadtmann & Lilli Zimmermann, 2023. "Does Okun's law suffer from COVID-19?Evidence from Europe and the US," Economics and Business Letters, Oviedo University Press, vol. 12(2), pages 165-171.
- Celia Melguizo, 2015.
"An analysis of Okun?s law for the Spanish provinces,"
ERSA conference papers
ersa15p1558, European Regional Science Association.
- Celia Melguizo, 2017. "An analysis of Okun’s law for the Spanish provinces," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 37(1), pages 59-90, February.
- Russnak, Jan & Stadtmann, Georg & Zimmermann, Lilli, 2023. "Does Okun's law suffer from COVID-19? Evidence from Europe and the US - A research note," Discussion Papers 428, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019.
"Beyond Okun's Law: Output Growth and Labor Market Flows,"
Melbourne Institute Working Paper Series
wp2019n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," CEPR Discussion Papers 13369, C.E.P.R. Discussion Papers.
- Guay C. Lim & Robert Dixon & Jan (J.C.) van Ours, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," Tinbergen Institute Discussion Papers 18-097/V, Tinbergen Institute.
- G. C. Lim & Robert Dixon & Jan C. Ours, 2021. "Beyond Okun’s law: output growth and labor market flows," Empirical Economics, Springer, vol. 60(3), pages 1387-1409, March.
- Elhorst, J. Paul & Emili, Silvia, 2022. "A spatial econometric multivariate model of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 93(C).
- Chenini Moussa & Ayad Hicham & Attouchi Manel & Dahmani Mohamed Driouche, 2023. "Testing the Validity of Okun’s Law in Algeria: Is there a difference between Maki’s Cointegration and Quantile’s Regression Results?," Folia Oeconomica Stetinensia, Sciendo, vol. 23(1), pages 42-63, June.
- Grant, Angelia L., 2018. "The Great Recession and Okun's law," Economic Modelling, Elsevier, vol. 69(C), pages 291-300.
- Binh Thai Pham & Hector Sala, 2023. "Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP‐VAR with stochastic volatility," Australian Economic Papers, Wiley Blackwell, vol. 62(2), pages 214-235, June.
- de Mendonça, Helder Ferreira & de Oliveira, Diego S.P., 2019. "Firms' confidence and Okun's law in OECD countries," Economic Modelling, Elsevier, vol. 78(C), pages 98-107.
- Bod’a, Martin & Považanová, Mariana, 2021. "Output-unemployment asymmetry in Okun coefficients for OECD countries," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 307-323.
- Stungwa, Sanele & Tozamile, Siphuxolo, 2021. "Testing Okun’s law in South Africa," MPRA Paper 110936, University Library of Munich, Germany.
- Nauro F. Campos & Corrado Macchiarelli & Fotios Mitropoulos, 2024.
"Okun in the Euro: New Evidence from Structural Okun Law’s Estimates for the Euro Area, 1979-2019,"
IMF Working Papers
2024/172, International Monetary Fund.
- Nauro F. Campos & Corrado Macchiarelli & Fotios Mitropoulos, 2024. "Okun in the Euro: New Evidence from Structural Okun Law’s Estimates for the Euro Area, 1979-2019," CESifo Working Paper Series 11314, CESifo.
- Mindaugas Butkus & Kristina Matuzeviciute & Dovile Rupliene & Janina Seputiene, 2020. "Does Unemployment Responsiveness to Output Change Depend on Age, Gender, Education, and the Phase of the Business Cycle?," Economies, MDPI, vol. 8(4), pages 1-29, November.
- R. Dixon & W. Griffiths & G.C. Lim, 2014.
"Lay people’s models of the economy: A study based on surveys of consumer sentiments,"
Department of Economics - Working Papers Series
1179, The University of Melbourne.
- Dixon, R. & Griffiths, W. & Lim, G.C., 2014. "Lay people’s models of the economy: A study based on surveys of consumer sentiments," Journal of Economic Psychology, Elsevier, vol. 44(C), pages 13-20.
Cited by:
- Elisa Darriet & Sacha Bourgeois-Gironde, 2015.
"Why lay social representations of the economy should count in economics,"
Post-Print
hal-04149218, HAL.
- Elisa Darriet & Sacha Bourgeois-Gironde, 2015. "Why lay social representations of the economy should count in economics," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 14(2), pages 245-258, November.
- van Giesen, Roxanne I. & Pieters, Rik, 2019. "Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress," Journal of Economic Psychology, Elsevier, vol. 70(C), pages 109-124.
- Robert Dixon & Guay C. Lim & Jan C. van Ours & Jan C. van Ours, 2014.
"The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates,"
CESifo Working Paper Series
4826, CESifo.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2015. "The effect of shocks to labour market flows on unemployment and participation rates," Applied Economics, Taylor & Francis Journals, vol. 47(24), pages 2523-2539, May.
- Dixon, Robert & Lim, Guay C. & van Ours, Jan C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," IZA Discussion Papers 8221, Institute of Labor Economics (IZA).
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Discussion Paper 2014-033, Tilburg University, Center for Economic Research.
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Other publications TiSEM d6039f24-cf9e-4f70-aaa7-c, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," CEPR Discussion Papers 10002, C.E.P.R. Discussion Papers.
- Robert Dixon & Guay C. Lim & Jan C. van Ours, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Melbourne Institute Working Paper Series wp2014n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Predrag Trpeski & Verica Janeska & Marijana Cvetanoska & Aleksandra Lozanoska, 2017. "Unemployment and a Stock – Flow Model on the Labour Market in the Republic of Macedonia," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 41-63.
- van Ours, J.C., 2015.
"The Great Recession was not so Great,"
Other publications TiSEM
b88a88a8-c20f-4145-84c2-f, Tilburg University, School of Economics and Management.
- van Ours, J.C., 2015. "The Great Recession was not so Great," Discussion Paper 2015-006, Tilburg University, Center for Economic Research.
- Andrew Evans, 2018. "Okun coefficients and participation coefficients by age and gender," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 7(1), pages 1-22, December.
- van Ours, Jan C., 2015. "The Great Recession was not so Great," CEPR Discussion Papers 10376, C.E.P.R. Discussion Papers.
- van Ours, Jan C., 2015. "The Great Recession was not so great," Labour Economics, Elsevier, vol. 34(C), pages 1-12.
- Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019.
"Beyond Okun's Law: Output Growth and Labor Market Flows,"
Melbourne Institute Working Paper Series
wp2019n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," CEPR Discussion Papers 13369, C.E.P.R. Discussion Papers.
- Guay C. Lim & Robert Dixon & Jan (J.C.) van Ours, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," Tinbergen Institute Discussion Papers 18-097/V, Tinbergen Institute.
- G. C. Lim & Robert Dixon & Jan C. Ours, 2021. "Beyond Okun’s law: output growth and labor market flows," Empirical Economics, Springer, vol. 60(3), pages 1387-1409, March.
- Kamil Galuscak & Jan Solc & Pawel Strzelecki, 2018. "Labour Market Flows over the Business Cycle: The Role of the Participation Margin," Working Papers 2018/17, Czech National Bank.
- Häberli, Christian, 2016. "An International Regulatory Framework for National Employment Policies," Papers 963, World Trade Institute.
- G. C. Lim & Paul D. McNelis, 2014.
"Income Inequality, Trade and Financial Openness,"
Melbourne Institute Working Paper Series
wp2014n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Antonio N. Bojanic & LaPorchia A. Collins, 2021. "Differential effects of decentralization on income inequality: evidence from developed and developing countries," Empirical Economics, Springer, vol. 60(4), pages 1969-2004, April.
- Stefan Jestl & Sandra M. Leitner & Sebastian Leitner, 2022.
"The relative impact of different forces of globalization on wage inequality: A fresh look at the EU experience,"
Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1003-1037, September.
- Stefan Jestl & Sebastian Leitner & Sandra M. Leitner, 2018. "The Relative Impact of Different Forces of Globalisation on Wage Inequality: A Fresh Look at the EU Experience," wiiw Working Papers 154, The Vienna Institute for International Economic Studies, wiiw.
- Pierre Monnin, 2014. "Inflation and Income Inequality in Developed Economies," Working Papers 1401, Council on Economic Policies.
- Lea Steininger & Michael Sigmund, 2020. "Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis," Empirical Economics, Springer, vol. 59(4), pages 1537-1572, October.
- Dong, Fang, 2014. "The impact of economic openness on standard of living and income inequality in eight countries," Emerging Markets Review, Elsevier, vol. 21(C), pages 234-264.
- Jorge Rojas-Vallejos & Stephen Turnovsky, 2015. "Erratum to: The Consequences of Tariff Reduction for Economic Activity and Inequality," Open Economies Review, Springer, vol. 26(4), pages 601-631, September.
- Ahmed Mohamed Ezzat, 2018. "Trade Openness: An Effective tool for Poverty Alleviation or an Instrument for Increasing Poverty Severity?," Working Papers 1248, Economic Research Forum, revised 07 Nov 2018.
- Dr. Ameenullah Aman & Dr. Usman Ahmad & Sumera Muhammad Saleem, 2021. "Investigating the Link Between Macroeconomic Factors and Income Inequality of Asian Countries," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 376-387, December.
- João Pedro Azevedo & Mr. Antonio David & Mr. Fabiano Rodrigues Rodrigues Bastos & Emilio Pineda, 2014.
"Fiscal Adjustment and Income Inequality: Sub-national Evidence from Brazil,"
IMF Working Papers
2014/085, International Monetary Fund.
- Azevedo, Joao Pedro & David, Antonio C. & Bastos, Fabiano Rodrigues & Pineda, Emilio, 2014. "Fiscal adjustment and income inequality : sub-national evidence from Brazil," Policy Research Working Paper Series 6945, The World Bank.
- Mert Akyuz & Ghislain Nono Gueye & Cagin Karul, 2022. "Long-run dynamics between trade liberalization and income inequality in the European Union: a second generation approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 769-792, August.
- Ademola Obafemi Young, 2019. "Growth Impacts of Income Inequality: Empirical Evidence From Nigeria," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 226-262, December.
- José Alves, 2018. "A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation," Working Papers REM 2018/62, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Mindaugas Butkus & Alma Maciulyte-Sniukiene & Kristina Matuzeviciute, 2020. "Heterogeneous growth outcomes of the EU’s regional financial support mediated by institutions with some empirical evidences at NUTS 3 level," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 40(1), pages 33-66, April.
- Dorcas Gonese & Asrat Tsegaye & Forget Kapingura & Sibanesizwe Alwyn Khumalo, 2022. "Trade Openness and Income Inequality: A Case of Southern African Development Community Countries," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 10(4), pages 135-151.
- Munem Ahmad Chowdhury & Hafsa Rahman Nijhum & Kazi Mohammed Kamal Uddin, 2021. "Disintegrated Impact of Trade Openness on Income Inequality: Empirical Evidence from Bangladesh," Business and Economic Research, Macrothink Institute, vol. 11(3), pages 1-18, December.
- Lyu, Chaofeng & Xiao, Ziheng & Pu, Yun, 2023. "Financial openness and firm exports: Evidence from Foreign-owned Banks in China," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Bucevska Vesna, 2019. "Determinants of Income Inequality in EU Candidate Countries: A Panel Analysis," Economic Themes, Sciendo, vol. 57(4), pages 397-413, December.
- Jorge Rojas-Vallejos & Stephen J. Turnovsky, 2017. "Tariff Reduction and Income Inequality: Some Empirical Evidence," Open Economies Review, Springer, vol. 28(4), pages 603-631, September.
- G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010.
"Bank and Official Interest Rates: How Do They Interact over Time?,"
Melbourne Institute Working Paper Series
wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013. "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
Cited by:
- Valadkhani, Abbas, 2014. "Analysing interest rate mark-ups in the Australian mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 343-361.
- Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.
- Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
- Valadkhani, Abbas, 2013. "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 133-151.
- Mervyn K. Lewis, 2011. "Monetary Policies During the Financial Crisis: An Appraisal," Chapters, in: Steven Kates (ed.), The Global Financial Crisis, chapter 8, Edward Elgar Publishing.
- Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020. "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 46-68.
- Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
- Robert Dixon & G. C. Lim & John Freebairn, 2010.
"Regional Beveridge Curves: A Latent Variable Approach,"
Melbourne Institute Working Paper Series
wp2010n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & G. C. Lim & John Freebairn, 2014. "Regional Beveridge Curves: A Latent Variable Approach," Regional Studies, Taylor & Francis Journals, vol. 48(2), pages 254-269, February.
- Robert Dixon & G.C. Lim & John Freebairn, 2010. "Regional Beveridge Curves: A Latent Variable Approach," Department of Economics - Working Papers Series 1103, The University of Melbourne.
Cited by:
- Robert Dixon & G.C. Lim & John Freebairn, 2010.
"Regional Beveridge Curves: A Latent Variable Approach,"
Department of Economics - Working Papers Series
1103, The University of Melbourne.
- Robert Dixon & G. C. Lim & John Freebairn, 2014. "Regional Beveridge Curves: A Latent Variable Approach," Regional Studies, Taylor & Francis Journals, vol. 48(2), pages 254-269, February.
- Robert Dixon & G. C. Lim & John Freebairn, 2010. "Regional Beveridge Curves: A Latent Variable Approach," Melbourne Institute Working Paper Series wp2010n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & Guay Lim, 2016. "Modelling the dynamics of regional employment–population ratios and their commonality," Urban Studies, Urban Studies Journal Limited, vol. 53(2), pages 338-354, February.
- José Ramón García Martínez & Valeri Sorolla, 2013. "Frictional and Non Frictional Unemployment in Models with Matching Frictions," Working Papers. Serie AD 2013-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Klinger, Sabine & Weber, Enzo, 2014.
"Decomposing Beveridge curve dynamics by correlated unobserved components,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
480, University of Regensburg, Department of Economics.
- Sabine Klinger & Enzo Weber, 2016. "Decomposing Beveridge Curve Dynamics By Correlated Unobserved Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 877-894, December.
- Klinger, Sabine & Weber, Enzo, 2012. "Decomposing Beveridge curve dynamics by correlated unobserved components," IAB-Discussion Paper 201228, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Crawley, Andrew & Welch, Sarah & Yung, Julieta, 2021. "Improving estimates of job matching efficiency with different measures of unemployment," Journal of Macroeconomics, Elsevier, vol. 67(C).
- Carlo Altavilla & Floro Ernesto Caroleo, 2011.
"Asymmetric Effects of National-based Active Labour Market Policies,"
CSEF Working Papers
293, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Floro Ernesto Caroleo, 2013. "Asymmetric Effects of National-based Active Labour Market Policies," Regional Studies, Taylor & Francis Journals, vol. 47(9), pages 1482-1506, October.
- Dobrescu, Emilian, 2011.
"Sectoral Structure and Economic Growth,"
Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-36, September.
- Dobrescu, Emilian, 2011. "Sectoral Structure and Economic Growth," Working Papers of Macroeconomic Modelling Seminar 112401, Institute for Economic Forecasting.
- Klinger, Sabine & Weber, Enzo, 2014. "Decomposing Beveridge curve dynamics by correlated unobserved components: The impact of labour market reforms in Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100499, Verein für Socialpolitik / German Economic Association.
- G.C. Lim & R. Dixon & S. Tsiaplias, 2009.
"Phillips Curve and the Equalibrium Unemployment Rate,"
Department of Economics - Working Papers Series
1070, The University of Melbourne.
- G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009. "Phillips Curve and the Equilibrium Unemployment Rate," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
Cited by:
- Mallick, Debdulal, 2014.
"A Spectral Representation of the Phillips Curve in Australia,"
MPRA Paper
59794, University Library of Munich, Germany.
- Mallick, Debdulal, 2015. "A spectral representation of the phillips curve in Australia," Working Papers eco_2015_7, Deakin University, Department of Economics.
- Tim Robinson & Viet H. Nguyen & Jiao Wang, 2017. "The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 5-20, March.
- Kajuth Florian, 2016.
"NAIRU Estimates for Germany: New Evidence on the Inflation–Unemployment Tradeoff,"
German Economic Review, De Gruyter, vol. 17(1), pages 104-125, February.
- Kajuth, Florian, 2010. "NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off," Discussion Paper Series 1: Economic Studies 2010,19, Deutsche Bundesbank.
- Florian Kajuth, 2016. "NAIRU Estimates for Germany: New Evidence on the Inflation–Unemployment Tradeoff," German Economic Review, Verein für Socialpolitik, vol. 17(1), pages 104-125, February.
- Chew Lian Chua & Tim Robinson, 2018. "Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 11-32, June.
- James Bishop & Emma Greenland, 2021. "Is the Phillips Curve Still a Curve? Evidence from the Regions," RBA Research Discussion Papers rdp2021-09, Reserve Bank of Australia.
- Geoff Weir, 2018. "Wage Growth Puzzles and Technology," RBA Research Discussion Papers rdp2018-10, Reserve Bank of Australia.
- Mallick, Debdulal, 2019.
"Policy regimes and the shape of the Phillips curve in Australia,"
Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1077-1094.
- Mallick, Debdulal, 2016. "Policy Regimes and the Shape of the Phillips Curve in Australia," MPRA Paper 71082, University Library of Munich, Germany, revised 2016.
- David Norman & Anthony Richards, 2012. "The Forecasting Performance of Single Equation Models of Inflation," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 64-78, March.
- Jared Bullen & Jacinta Greenwell & Michael Kouparitsas & David Muller & John O’Leary & Rhett Wilcox, 2014. "Treasury's medium-term economic projection methodology," Treasury Working Papers 2014-02, The Treasury, Australian Government, revised May 2014.
- C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009.
"A Latent Variable Approach to Forecasting the Unemployment Rate,"
Melbourne Institute Working Paper Series
wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012. "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
Cited by:
- Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
- Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.
- G. C. Lim & R. Dixon & Sarantis Tsiaplias, 2008.
"Phillips Curve and the Equilibrium Rate of Unemployment,"
Melbourne Institute Working Paper Series
wp2008n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
- Robert Dixon & G. C. Lim, 2008.
"A Univariate Model of Aggregate Labour Productivity,"
Melbourne Institute Working Paper Series
wp2008n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- R. Dixon & G. Lim, 2012. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 44(5), pages 581-585, February.
- Robert Dixon & G. C. Lim, 2013. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2695-2695, June.
- Robert Dixon & G. C. Lim, 2012. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2075-2080, June.
Cited by:
- Barros, Geraldo Sant´Ana de Camargo & Spolador, Humberto Francisco Silva & Bacchi, Mirian Rumenos Piedade, 2009. "Supply and Demand Shocks and the Growth of the Brazilian Agriculture," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(1), April.
- Chew Lian Chua & Robert Dixon & G. C. Lim, 2007.
"What Drives Worker Flows?,"
Melbourne Institute Working Paper Series
wp2007n34, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Ponomareva, Natalia & Sheen, Jeffrey, 2013. "Australian labor market dynamics across the ages," Economic Modelling, Elsevier, vol. 35(C), pages 453-463.
- Robert Dixon & John Freebairn & G. C. Lim, 2006.
"Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data,"
Melbourne Institute Working Paper Series
wp2006n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & John Freebairn & Guay Lim, 2007. "Time-varying equilibrium rates of unemployment: an analysis with Australian data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 205-225.
Cited by:
- Jeff Borland, 2009. "What Happens to the Australian Labour Market in Recessions?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 232-242, June.
- G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009.
"Phillips Curve and the Equilibrium Unemployment Rate,"
The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
- G.C. Lim & R. Dixon & S. Tsiaplias, 2009. "Phillips Curve and the Equalibrium Unemployment Rate," Department of Economics - Working Papers Series 1070, The University of Melbourne.
- Robert Dixon & John Freebairn & Emayenesh Seyoum-Tegegn, 2008. "State & Territory Beveridge Curvesand the National Equilibrium Unemployment Rate," Department of Economics - Working Papers Series 1033, The University of Melbourne.
- Chew Lian Chua & Robert Dixon & G. C. Lim, 2007. "What Drives Worker Flows?," Melbourne Institute Working Paper Series wp2007n34, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006.
"A reexamination of the equity-premium puzzle: A robust non-parametric approach,"
Departmental Working Papers
0604, Southern Methodist University, Department of Economics.
- Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August.
Cited by:
- Ginindza, Mzwandile & Maasoumi, Esfandiar, 2013. "Evaluating inflation targeting based on the distribution of inflation and inflation volatility," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 497-518.
- Eunhee Lee & Chang Kim & In-Moo Kim, 2015. "Equity premium over different investment horizons," Empirical Economics, Springer, vol. 48(3), pages 1169-1187, May.
- Fathi Abid & Moncef Habibi, 2010. "Hedging Transaction Exposure within the Context of a Basket Foreign Exchange Rate Arrangement," Working Papers 523, Economic Research Forum, revised 05 Jan 2010.
- Kibria, Ahsan & Akhundjanov, Sherzod B. & Oladi, Reza, 2019. "Fossil fuel share in the energy mix and economic growth," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 253-264.
- Felicity Pang & G.A. Meagher & G.C. Lim, 2006.
"An Aggregate Social Accounting Matrix for the Australian Economy: Data Sources and Methods,"
Centre of Policy Studies/IMPACT Centre Working Papers
g-158, Victoria University, Centre of Policy Studies/IMPACT Centre.
Cited by:
- Nong, Duy & Meng, Sam & Siriwardana, Mahinda & McNeill, Judith & Tran, Trang, 2015. "A Micro Environmental SAM for Australia," Conference papers 332636, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Robert Dixon & John Freebairn & G. C. Lim, 2004.
"A Framework For Understanding Changes In The Unemployment Rate In A Flows Context: An Examination Net Flows In The Australian Labour Market,"
Department of Economics - Working Papers Series
910, The University of Melbourne.
Cited by:
- Andrew Evans, 2018. "Okun coefficients and participation coefficients by age and gender," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 7(1), pages 1-22, December.
- Andrew E. Evans, 2020. "Average labour productivity dynamics over the business cycle," Empirical Economics, Springer, vol. 59(4), pages 1833-1863, October.
- Natalia Ponomareva & Jeffrey Sheen, 2010. "Cyclical Flows in Australian Labour Markets," The Economic Record, The Economic Society of Australia, vol. 86(s1), pages 35-48, September.
- Chindamo, Phillip, 2010. "Australian labour market flows over the business cycle," MPRA Paper 35710, University Library of Munich, Germany.
- Robert Dixon & John Freebairn & G C Lim, 2004.
"An Employment Equation For Australia: 1966-2001,"
Department of Economics - Working Papers Series
892, The University of Melbourne.
Cited by:
- Leobardo de Jesús-Almonte & Roldán Andrés-Rosales & Yolanda Carbajal-Suárez, 2020. "Spatial analysis of manufacturing employment in Mexico, 1984-2013," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 84(3), pages 91-128, February.
- Robert Dixon & G.C. Lim, 2004.
"The Incidence of Long-Term Unemployment in Australia 1978-2003,"
Department of Economics - Working Papers Series
903, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2004. "The Incidence of Long-term Unemployment in Australia 1978-2003," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(4), pages 501-513, December.
Cited by:
- Jeff Borland, 2009. "What Happens to the Australian Labour Market in Recessions?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 232-242, June.
- Jerome L. Stein & Guay C. Lim, 2004.
"Asian Crises: Theory, Evidence, Warning-Signals,"
CESifo Working Paper Series
1159, CESifo.
- Jerome L. Stein & Guay C. Lim, 2004. "Asian Crises: Theory, Evidence, Warning Signals," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 49(02), pages 135-161.
Cited by:
- n.a.m, Naseem & m.s, Hamizah, 2013. "Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia," MPRA Paper 52447, University Library of Munich, Germany.
- Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004.
"Discounting The Equity Premium Puzzle,"
Econometric Society 2004 Australasian Meetings
331, Econometric Society.
Cited by:
- Milunovich, George & Thorp, Susan, 2006.
"Valuing volatility spillovers,"
Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
- George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, University Library of Munich, Germany.
- Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.
- Milunovich, George & Thorp, Susan, 2006.
"Valuing volatility spillovers,"
Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
- Robert Dixon & Guay Lim, 2003.
"Underlying Inflation in Australia: Are the Existing Measures Satisfactory?,"
Department of Economics - Working Papers Series
878, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2004. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December.
Cited by:
- Robert Dixon & David Shepherd, 2006.
"The Cyclical Dynamics and Volatility of Australian Output and Employment,"
Department of Economics - Working Papers Series
968, The University of Melbourne.
- David Shepherd & Robert Dixon, 2008. "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, March.
- Lei Lei Song, 2003. "The Role of the Unit of Analysis in Tax Policy Reform Evaluations," Melbourne Institute Working Paper Series wp2003n29, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Lei Lei Song, 2005. "Do underlying measures of inflation outperform headline rates? Evidence from Australian data," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 339-345.
- Rachel Holden, 2006. "Measuring core inflation," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 69, pages 1-7, December.
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
- Ivan Roberts, 2005. "Underlying Inflation: Concepts, Measurement and Performance," RBA Research Discussion Papers rdp2005-05, Reserve Bank of Australia.
- Bhattacharya, Rudrani, 2024. "How did Transition to the GST Regime Affect Inflation in India?," Working Papers 24/405, National Institute of Public Finance and Policy.
- Liam J. A. Lenten, 2010. "Bananas and petrol: further evidence on the forecasting accuracy of the ABS 'headline' and 'underlying' rates of inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(6), pages 556-572.
- Bo Zhang & Jamie Cross & Na Guo, 2020. "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers No 09/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Na Guo & Bo Zhang & Jamie L. Cross, 2022. "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 316-330, March.
- G.C. Lim & G.M. Martin & V.L. Martin, 2002.
"Parametric Pricing of Higher Order Moments in S&P500 Options,"
Monash Econometrics and Business Statistics Working Papers
1/02, Monash University, Department of Econometrics and Business Statistics.
- G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
- V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
Cited by:
- Arismendi, Juan & Genaro, Alan De, 2016. "A Monte Carlo multi-asset option pricing approximation for general stochastic processes," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 75-99.
- Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000.
"Implicit Bayesian Inference Using Option Prices,"
Monash Econometrics and Business Statistics Working Papers
5/00, Monash University, Department of Econometrics and Business Statistics.
- Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
- Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.
- Carol Alexander & Emese Lazar, 2006.
"Normal mixture GARCH(1,1): applications to exchange rate modelling,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
- Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
- Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
- Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006.
"A reexamination of the equity-premium puzzle: A robust non-parametric approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August.
- Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics.
- Gael M. Martin & Andrew Reidy & Jill Wright, 2009.
"Does the option market produce superior forecasts of noise-corrected volatility measures?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 77-104.
- Gael M. Martin & Andrew Reidy & Jill Wright, 2007. "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers 5/07, Monash University, Department of Econometrics and Business Statistics.
- Gael M. Martin & Andrew Reidy & Jill Wright, 2006. "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers 10/06, Monash University, Department of Econometrics and Business Statistics.
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options," Working Papers 2010-16, Faculty of Economic Sciences, University of Warsaw.
- Worapree Maneesoonthorn & David T. Frazier & Gael M. Martin, 2024. "Probabilistic Predictions of Option Prices Using Multiple Sources of Data," Papers 2412.00658, arXiv.org.
- Ángel León & Javier Mencía & Enrique Sentana, 2007.
"Parametric properties of semi-nonparametric distributions, with applications to option valuation,"
Working Papers
0707, Banco de España.
- Sentana, Enrique & MencÃa, Javier & León, à ngel, 2005. "Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation," CEPR Discussion Papers 5435, C.E.P.R. Discussion Papers.
- Mencia, Javier & Leon, Angel & Sentana, Enrique, 2007. "Parametric properties of semi-nonparametric distributions, with applications to option valuation," LSE Research Online Documents on Economics 24496, London School of Economics and Political Science, LSE Library.
- Ángel León & Javier Mencía & Enrique Sentana, 2005. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Working Papers wp2005_0509, CEMFI.
- León, à ngel & MencÃa, Javier & Sentana, Enrique, 2009. "Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 176-192.
- Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2020. "Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Juan Arismendi, 2014. "A Multi-Asset Option Approximation for General Stochastic Processes," ICMA Centre Discussion Papers in Finance icma-dp2014-03, Henley Business School, University of Reading.
- Catherine S. Forbes & Gael M. Martin & Jill Wright, 2007. "Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 387-418.
- Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013.
"Financial Contagion and Asset Pricing,"
CAMA Working Papers
2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024.
"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
- Nizar Riane & Claire David, 2024. "Generalized measure Black-Scholes equation: Towards option self-similar pricing," Papers 2404.05214, arXiv.org.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Nizar Riane, 2023. "The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty," Papers 2303.16773, arXiv.org.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021.
"A meta-measure of performance related to both investors and investments characteristics,"
Post-Print
hal-03543398, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2010. "Midquotes or Transactional Data? The Comparison of Black Model on HF Data," Working Papers 2010-15, Faculty of Economic Sciences, University of Warsaw.
- Jason Ng & Catherine S. Forbes & Gael M. Martin & Brendan P.M. McCabe, 2011.
"Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models,"
Monash Econometrics and Business Statistics Working Papers
11/11, Monash University, Department of Econometrics and Business Statistics.
- Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M., 2013. "Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models," International Journal of Forecasting, Elsevier, vol. 29(3), pages 411-430.
- Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society.
- Lim, G.C. & Martin, G.M. & Martin, V.L., 2006. "Pricing currency options in the presence of time-varying volatility and non-normalities," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July.
- Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014. "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers 20/14, Monash University, Department of Econometrics and Business Statistics.
- J. C. Arismendi & Marcel Prokopczuk, 2016. "A moment-based analytic approximation of the risk-neutral density of American options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 23(6), pages 409-444, November.
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2017.
"Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options,"
Central European Economic Journal, Sciendo, vol. 4(51), pages 18-39.
- Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk, 2017. "Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options," Central European Economic Journal, Sciendo, vol. 4(51), pages 18-39, December.
- Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2017. "Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach," Documentos de Trabajo de Valor Público 15923, Universidad EAFIT.
- Robert Dixon & John Freebairn & G. C. Lim, 2002.
"Why Are Recessions As Deep As They Are? The Behaviour Over Time Of The Outflow From Unemployment: A New Perspective,"
Department of Economics - Working Papers Series
842, The University of Melbourne.
- Robert Dixon & John Freebairn & Guay Lim, 2003. "Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(1), pages 37-64, March.
Cited by:
- Robert Dixon & John Freebairn & G. C. Lim, 2006.
"Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data,"
Melbourne Institute Working Paper Series
wp2006n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & John Freebairn & Guay Lim, 2007. "Time-varying equilibrium rates of unemployment: an analysis with Australian data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 205-225.
- Robert Dixon & John Freebairn & G. C. Lim, 2004. "A Framework For Understanding Changes In The Unemployment Rate In A Flows Context: An Examination Net Flows In The Australian Labour Market," Department of Economics - Working Papers Series 910, The University of Melbourne.
- Jeff Borland, 2009. "What Happens to the Australian Labour Market in Recessions?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 232-242, June.
- Robert Dixon & John Freebairn & Guay Lim, 2005. "An Examination of Net Flows in the Australian Labour Market," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 25-42, March.
- Robert Dixon, 2007. "Regional Differences in the Severity of Recessions in the UK," Department of Economics - Working Papers Series 1009, The University of Melbourne.
- Robert Dixon, 2007. "Common Cycles in Labour Market Separation Rates for Australian States," Department of Economics - Working Papers Series 991, The University of Melbourne.
- Dixon, R. & Lim, G.C. & Thomson, J., 2001.
"Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample,"
Department of Economics - Working Papers Series
810, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2002. "Australian gross flows data: the labour force survey and the size of the population represented by the matched sample," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 5(1), pages 1-21, March.
Cited by:
- Robert Dixon & Guay C. Lim & Jan C. van Ours, 2014.
"The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates,"
Melbourne Institute Working Paper Series
wp2014n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & Guay C. Lim & Jan C. van Ours & Jan C. van Ours, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," CESifo Working Paper Series 4826, CESifo.
- Dixon, Robert & Lim, Guay C. & van Ours, Jan C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," IZA Discussion Papers 8221, Institute of Labor Economics (IZA).
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Discussion Paper 2014-033, Tilburg University, Center for Economic Research.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2015. "The effect of shocks to labour market flows on unemployment and participation rates," Applied Economics, Taylor & Francis Journals, vol. 47(24), pages 2523-2539, May.
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Other publications TiSEM d6039f24-cf9e-4f70-aaa7-c, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," CEPR Discussion Papers 10002, C.E.P.R. Discussion Papers.
- Robert Dixon & John Freebairn & G. C. Lim, 2004. "A Framework For Understanding Changes In The Unemployment Rate In A Flows Context: An Examination Net Flows In The Australian Labour Market," Department of Economics - Working Papers Series 910, The University of Melbourne.
- Robert Dixon & John Freebairn & G. C. Lim, 2002.
"Why Are Recessions As Deep As They Are? The Behaviour Over Time Of The Outflow From Unemployment: A New Perspective,"
Department of Economics - Working Papers Series
842, The University of Melbourne.
- Robert Dixon & John Freebairn & Guay Lim, 2003. "Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(1), pages 37-64, March.
- Jeff Borland, 2009. "What Happens to the Australian Labour Market in Recessions?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 232-242, June.
- Robert Dixon & John Freebairn & Guay Lim, 2005. "An Examination of Net Flows in the Australian Labour Market," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 25-42, March.
- Robert Dixon, 2001. "Australian Labour Force Data: How Representative is the ‘Population Represented by the Matched Sample’?," The Economic and Labour Relations Review, , vol. 12(2), pages 303-330, December.
- Chew Lian Chua & Robert Dixon & G. C. Lim, 2007. "What Drives Worker Flows?," Melbourne Institute Working Paper Series wp2007n34, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Brian Silverstone & Will Bell, 2011. "Gross Labour Market Flows in New Zealand: Some Questions and Answers," Working Papers in Economics 11/15, University of Waikato.
- T.C.Y. Kam & G.C. Lim, 2001.
"Interest Rate Smoothing and Inflation-Output Variabilityin a Small Open Economy,"
Department of Economics - Working Papers Series
817, The University of Melbourne.
Cited by:
- Julian Pérez Amaya, 2006. "Evaluación de Reglas de Tasa de Interés en un Modelo de Economía Pequeña y Abierta," Borradores de Economia 385, Banco de la Republica de Colombia.
- Julián Pérez Amaya, 2006. "Evaluación De Reglas De Tasa De Interés En Un Modelo De Economía Pequeña Y Abierta," Borradores de Economia 2638, Banco de la Republica.
- Ms. G. C. Lim, 2000.
"Misalignment and Managed Exchange Rates: An Application to the Thai Baht,"
IMF Working Papers
2000/063, International Monetary Fund.
Cited by:
- Dubas, Justin M., 2009. "The Importance of the Exchange Rate Regime in Limiting Misalignment," World Development, Elsevier, vol. 37(10), pages 1612-1622, October.
- Jongwanich, Juthathip, 2009. "Equilibrium Real Exchange Rate, Misalignment, and Export Performance in Developing Asia," ADB Economics Working Paper Series 151, Asian Development Bank.
- Piti Disyatat & Runchana Pongsaparn & Atchana Waiquamdee, 2005. "Effective Exchange Rates and Monetary Policy: The Thai Experience," Working Papers 2005-07, Monetary Policy Group, Bank of Thailand.
- Mr. Peter B. Clark & Mr. Ronald MacDonald, 2000.
"Filtering the Beer: A Permanent and Transitory Decomposition,"
IMF Working Papers
2000/144, International Monetary Fund.
- Clark, Peter B. & MacDonald, Ronald, 2004. "Filtering the BEER: A permanent and transitory decomposition," Global Finance Journal, Elsevier, vol. 15(1), pages 29-56.
- Ramkishen S. Rajan & Rahul Sen & Reza Y. Siregar, 2004. "Misalignment of the Baht and its Trade Balance Consequences for Thailand in the 1980s and 1990s," The World Economy, Wiley Blackwell, vol. 27(7), pages 985-1012, July.
- Omotosho, Babatunde S. & Wambai, Murjanatu, 2012. "Is the Naira-US Dollar Real Exchange Rate Misaligned?," MPRA Paper 98354, University Library of Munich, Germany.
- Omotosho, Babatunde S., 2012. "Endogenous Structural Breaks and Real Exchange Rate Determination in Nigeria since Interbank Foreign Exchange Market (IFEM)," MPRA Paper 98306, University Library of Munich, Germany.
- Siregar, Reza, 2011.
"The Concepts of Equilibrium Exchange Rate: A Survey of Literature,"
MPRA Paper
28987, University Library of Munich, Germany.
- Reza Siregar, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp81.
- Lee, Chin & M., Azali & Yusop, Zulkornain & Yusoff, Mohammed, 2008. "Is Malaysia exchange rate misalignment before the 1997 crisis?," MPRA Paper 40430, University Library of Munich, Germany.
- Kenny S, Victoria, 2019. "Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria," MPRA Paper 93292, University Library of Munich, Germany.
- MASUJIMA Yuki, 2015. "Assessing Asian Equilibrium Exchange Rates as Policy Instruments," Discussion papers 15038, Research Institute of Economy, Trade and Industry (RIETI).
- Pascal Pouya & Mohamed Karim & Anass Arbia & Mohammed El Yazidi & Khalid Sobhi, 2024. "Exchange Policy and Misalignments in Morocco: A Quantitative Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 9-17, July.
- Bal??zs ??gert, 2002. "Equilibrium Real Exchange Rates in Central Europe's Transition Economies: Knocking on Heaven's Door," William Davidson Institute Working Papers Series 480, William Davidson Institute at the University of Michigan.
Articles
- G. C. Lim & Robert Dixon & Jan C. Ours, 2021.
"Beyond Okun’s law: output growth and labor market flows,"
Empirical Economics, Springer, vol. 60(3), pages 1387-1409, March.
See citations under working paper version above.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," CEPR Discussion Papers 13369, C.E.P.R. Discussion Papers.
- Guay C. Lim & Robert Dixon & Jan (J.C.) van Ours, 2018. "Beyond Okun's Law: Output Growth and Labor Market Flows," Tinbergen Institute Discussion Papers 18-097/V, Tinbergen Institute.
- Guay C. Lim & Robert Dixon & Jan C. van Ours, 2019. "Beyond Okun's Law: Output Growth and Labor Market Flows," Melbourne Institute Working Paper Series wp2019n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Guay Lim & Viet Nguyen & Tim Robinson & Sarantis Tsiaplias & Jiao Wang, 2021.
"The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(1), pages 5-18, March.
Cited by:
- Azmat Gani, 2022. "Using a consumer choice model to explain the effect of the newly developed oxford COVID-19 government stringency measure on hotel occupancy rates," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4313-4333, December.
- Viet H. Nguyen & Tim Robinson & Sarantis Tsiaplias, 2022. "The Australian Economy in 2021–2022: The Virus Strikes Back," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 5-24, March.
- Robert Dixon & G. C. Lim, 2020.
"Is the decline in labour’s share in the US driven by changes in technology and/or market power? An empirical analysis,"
Applied Economics, Taylor & Francis Journals, vol. 52(59), pages 6400-6415, December.
Cited by:
- M. Battisti & M. Del Gatto & A. F. Gravina & C. F. Parmeter, 2021. "Robots versus labor skills: a complementarity/substitutability analysis," Working Paper CRENoS 202104, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Jasmine Mondolo, 2022. "Product and labour market imperfections in the Italian manufacturing sector: a firm-level analysis," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(3), pages 813-838, October.
- Walter Paternesi Meloni & Antonella Stirati, 2021. "What has driven the delinking of wages from productivity? A political economy-based investigation for high-income economies," Working Papers PKWP2104, Post Keynesian Economics Society (PKES).
- Jasmine Mondolo, 2021. "Macroeconomic dynamics and the role of market power. The case of Italy," DEM Working Papers 2021/17, Department of Economics and Management.
- Ugur, Mehmet, 2024.
"Innovation, market power and the labour share: evidence from OECD industries,"
Greenwich Papers in Political Economy
38374, University of Greenwich, Greenwich Political Economy Research Centre.
- Ugur, Mehmet, 2024. "Innovation, market power and the labour share: Evidence from OECD industries," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
- Mertens, Matthias, 2022. "Micro-mechanisms behind declining labor shares: Rising market power and changing modes of production," International Journal of Industrial Organization, Elsevier, vol. 81(C).
- Walter Paternesi Meloni & Antonella Stirati, 2023. "The decoupling between labour compensation and productivity in high‐income countries: Why is the nexus broken?," British Journal of Industrial Relations, London School of Economics, vol. 61(2), pages 425-463, June.
- Anatolijs Prohorovs & Julija Bistrova, 2022. "Labour Share Convergence in the European Union," Economies, MDPI, vol. 10(9), pages 1-21, August.
- Mondolo, Jasmine, 2021. "Macroeconomic dynamics and the role of market power. The case of Italy," MPRA Paper 110172, University Library of Munich, Germany, revised 05 Oct 2021.
- Kerstin Hotte & Melline Somers & Angelos Theodorakopoulos, 2022. "Technology and jobs: A systematic literature review," Papers 2204.01296, arXiv.org.
- G. C. Lim & Sarantis Tsiaplias, 2019.
"Household income requirements and financial conditions,"
Empirical Economics, Springer, vol. 57(5), pages 1705-1730, November.
Cited by:
- Roger Wilkins, 2021. "Economic Wellbeing," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(4), pages 469-481, December.
- Efrem Castelnuovo & Guay Lim, 2019.
"What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
See citations under working paper version above.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Robert Dixon & Guay C. Lim, 2018.
"Labor'S Share, The Firm'S Market Power, And Total Factor Productivity,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2058-2076, October.
Cited by:
- Richiardi, Matteo & Valenzuela, Luis, 2019.
"Firm Heterogeneity and the Aggregate Labour Share,"
INET Oxford Working Papers
2019-08, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Richiardi, Matteo G. & Valenzuela, Luis, 2019. "Firm Heterogeneity and the Aggregate Labour Share," MPRA Paper 94561, University Library of Munich, Germany.
- Richiardi, Matteo & Valenzuela, Luis, 2023. "Firm heterogeneity and the aggregate labour share," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA9/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
- Matteo Richiardi & Luis Valenzuela, 2019. "Firm Heterogeneity and the Aggregate Labour Share," LABORatorio R. Revelli Working Papers Series 166, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo G. Richiardi & Luis Valenzuela, 2024. "Firm heterogeneity and the aggregate labour share," LABOUR, CEIS, vol. 38(1), pages 66-101, March.
- Nikolaos Charalampidis, 2020. "The U.S. Labor Income Share And Automation Shocks," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 294-318, January.
- Mondolo, Jasmine, 2020. "Macro and microeconomic evidence on investment, factor shares, firm and labor dynamics in Italy and in Trentino," MPRA Paper 99138, University Library of Munich, Germany.
- Mertens, Matthias, 2019. "Micro-mechanisms behind declining labour shares: Market power, production processes, and global competition," IWH-CompNet Discussion Papers 3/2019, Halle Institute for Economic Research (IWH).
- Richiardi, Matteo & Valenzuela, Luis, 2019.
"Firm Heterogeneity and the Aggregate Labour Share,"
INET Oxford Working Papers
2019-08, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lim, G.C. & McNelis, Paul D., 2018.
"Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 346-363.
Cited by:
- Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.
- Acurio Vásconez, Verónica & Damette, Olivier & Shanafelt, David W., 2023.
"Macroepidemics and unconventional monetary policy,"
Economic Modelling, Elsevier, vol. 126(C).
- Verónica Acurio Vásconez & Olivier Damette & David W Shanafelt, 2023. "Macroepidemics and unconventional monetary policy," Post-Print hal-04220462, HAL.
- G.C. Lim & Sarantis Tsiaplias, 2018.
"Interest Rates, Local Housing Markets and House Price Over†reactions,"
The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
See citations under working paper version above.
- Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018.
"Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
Cited by:
- Kazi Musa & Kazi Sohag & Jamaliah Said & Farha Ghapar & Norli Ali, 2023. "Public Debt, Governance, and Growth in Developing Countries: An Application of Quantile via Moments," Mathematics, MDPI, vol. 11(3), pages 1-13, January.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2017.
"Revisiting the Okun relationship,"
Applied Economics, Taylor & Francis Journals, vol. 49(28), pages 2749-2765, June.
See citations under working paper version above.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2016. "Revisiting Okun’s Relationship," Melbourne Institute Working Paper Series wp2016n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Dixon, Robert & Lim, Guay C. & van Ours, Jan C., 2016. "Revisiting Okun's Relationship," IZA Discussion Papers 9815, Institute of Labor Economics (IZA).
- van Ours, Jan C. & Dixon, Robert & Lim, Guay, 2016. "Revisiting Okun's relationship," CEPR Discussion Papers 11184, C.E.P.R. Discussion Papers.
- Dixon, R. & Lim, G.C. & van Ours, Jan, 2016. "Revisiting Okun's Relationship," Other publications TiSEM ac544754-2905-412a-a70e-4, Tilburg University, School of Economics and Management.
- Dixon, R. & Lim, G.C. & van Ours, Jan, 2016. "Revisiting Okun's Relationship," Discussion Paper 2016-010, Tilburg University, Center for Economic Research.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2017.
"A Short Review of the Recent Literature on Uncertainty,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 68-78, March.
Cited by:
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021.
"Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty,"
Working Papers
202133, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022. "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, vol. 75(C).
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021. "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Raheem, Ibrahim & le Roux, Sara & Asongu, Simplice, 2019.
"The Role of Asymmetry and Uncertainties in the Capital Flows-Economic Growth Nexus,"
MPRA Paper
101525, University Library of Munich, Germany.
- Ibrahim D. Raheem & Simplice A. Asongu & Sara le Roux, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," CEREDEC Working Papers 19/047, Centre de Recherche pour le Développement Economique (CEREDEC).
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers 19/047, European Xtramile Centre of African Studies (EXCAS).
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers of the African Governance and Development Institute. 19/047, African Governance and Development Institute..
- Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019. "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Research Africa Network Working Papers 19/047, Research Africa Network (RAN).
- Hamish Burrell & Joaquin Vespignani, 2019.
"The industrial impact of economic uncertainty shocks in Australia,"
CAMA Working Papers
2019-89, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hamish Burrell & Joaquin Vespignani, 2020. "Industrial Impact of Economic Uncertainty Shocks in Australia [Impact industriel des chocs D'incertitude économique en Australie]," Working Papers hal-03053360, HAL.
- Burrell, Hamish & Vespignani, Joaquin, 2019. "The industrial impact of economic uncertainty shocks in Australia," Working Papers 2019-08, University of Tasmania, Tasmanian School of Business and Economics.
- Hamish Burrell & Joaquin Vespignani, 2021. "The Industrial Impact of Economic Uncertainty Shocks in Australia," Economic Papers, The Economic Society of Australia, vol. 40(3), pages 248-271, September.
- Burrel, Hamish & Vespignani, Joaquin L., 2020. "Industrial Impact of Economic Uncertainty Shocks in Australia: Revised," MPRA Paper 104117, University Library of Munich, Germany.
- Nakajima, Jouchi, 2022. "Macroeconomic uncertainty matters: A nonlinear effect of financial volatility on real economic activity," Discussion paper series HIAS-E-121, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019. "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 1-19.
- Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
- Christina Christou & David Gabauer & Rangan Gupta, 2019.
"Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data,"
Working Papers
201962, University of Pretoria, Department of Economics.
- Christou, Christina & Gabauer, David & Gupta, Rangan, 2020. "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, vol. 37(C).
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021.
"Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies,"
Working Papers
202113, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
- Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022. "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers 18-2022, Economics Section, The Graduate Institute of International Studies.
- Efrem Castelnuovo & Guay Lim, 2018.
"What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers,"
CAMA Working Papers
2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo & Guay C. Lim, 2018. "What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," CESifo Working Paper Series 7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Edgar Silgado-Gómez, 2024.
"Sovereign uncertainty,"
Working Papers
2423, Banco de España.
- Silgado-Gómez, Edgar, 2022. "Sovereign Uncertainty," Research Technical Papers 10/RT/22, Central Bank of Ireland.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2022. "Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1049-1064, September.
- OGAWA Eiji & Pengfei LUO, 2021.
"Macroeconomic Effects of Global Policy and Financial Risks,"
Discussion papers
21020, Research Institute of Economy, Trade and Industry (RIETI).
- Eiji Ogawa & Pengfei Luo, 2024. "Macroeconomic effects of global policy and financial risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 177-205, January.
- David Gabauer & Rangan Gupta, 2018.
"On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach,"
Working Papers
201829, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan, 2018. "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, vol. 171(C), pages 63-71.
- SOUMA Wataru & Carolina Magda ROMA & GOTO Hiromitsu & IYETOMI Hiroshi & Irena VODENSKA, 2022. "Complex Global Interdependencies between Economic Policy Uncertainty and Geopolitical Risks Indices," Discussion papers 22028, Research Institute of Economy, Trade and Industry (RIETI).
- Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018.
"Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data,"
Working Papers
201833, University of Pretoria, Department of Economics.
- Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020. "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, vol. 27(19), pages 1562-1566, November.
- Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023.
"Structural and predictive analyses with a mixed copula‐based vector autoregression model,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 223-239, March.
- Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021. "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers 202108, University of Pretoria, Department of Economics.
- Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
- Saygin Sahinoz & Evren Erdogan Cosar, 2020.
"Quantifying uncertainty and identifying its impacts on the Turkish economy,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
- Evren Erdogan Cosar & Sayg�n Sahinoz, 2018. "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers 1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019. "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers 201945, University of Pretoria, Department of Economics.
- Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
- Amritkant MISHRA, 2024. "Do Economic Policy Uncertainty Have Ramifications On Inflation And Stock Market Performance? Evidence From Global Framework," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(3), pages 172-190, December.
- Golitsis, Petros & Gkasis, Pavlos & Bellos, Sotirios K., 2022. "Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
- Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Clougherty, Joseph A. & Zhang, Nan, 2023. "Antitrust policy and inward FDI: The impact of policy risk and uncertainty on U.S. inward-FDI flows," International Business Review, Elsevier, vol. 32(4).
- Li, Rong & Li, Sufang & Yuan, Di & Chen, Hong & Xiang, Shilei, 2023. "Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Jacek Lewkowicz & Michał Woźniak & Michał Wrzesiński, 2021. "Institutional Framework of Central Bank Independence: Revisited," Working Papers 2021-06, Faculty of Economic Sciences, University of Warsaw.
- Dibiasi, Andreas & Abberger, Klaus & Siegenthaler, Michael & Sturm, Jan-Egbert, 2018. "The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland," European Economic Review, Elsevier, vol. 104(C), pages 38-67.
- Corinna Ghirelli & María Gil & Javier J. Pérez & Alberto Urtasun, 2021.
"Measuring economic and economic policy uncertainty and their macroeconomic effects: the case of Spain,"
Empirical Economics, Springer, vol. 60(2), pages 869-892, February.
- Corinna Ghirelli & María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Measuring economic and economic policy uncertainty, and their macroeconomic effects: the case of Spain," Working Papers 1905, Banco de España.
- Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018. "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers 201857, University of Pretoria, Department of Economics.
- Ozili, Peterson Kitakogelu, 2021. "Economic policy uncertainty in banking: a literature review," MPRA Paper 108017, University Library of Munich, Germany.
- Whelsy Boungou & Alhonita Yatié, 2024. "Uncertainty, stock and commodity prices during the Ukraine-Russia war ," Post-Print hal-04746052, HAL.
- Zulquar Nain & Bandi Kamaiah, 2020. "Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 237-265.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
- Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021.
"Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty,"
Working Papers
202133, University of Pretoria, Department of Economics.
- Robert Dixon & Guay Lim, 2016.
"Modelling the dynamics of regional employment–population ratios and their commonality,"
Urban Studies, Urban Studies Journal Limited, vol. 53(2), pages 338-354, February.
Cited by:
- Dagmara Nikulin & Aneta Sobiechowska‐Ziegert, 2018. "Informal work in Poland – a regional approach," Papers in Regional Science, Wiley Blackwell, vol. 97(4), pages 1227-1246, November.
- Lim, G.C. & McNelis, Paul D., 2016.
"Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound,"
Journal of International Money and Finance, Elsevier, vol. 69(C), pages 135-150.
Cited by:
- McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Giovanni Melina & Stefania Villa, 2023.
"Drivers of Large Recessions and Monetary Policy Responses,"
CESifo Working Paper Series
10590, CESifo.
- Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
- Melina, Giovanni & Villa, Stefania, 2023. "Drivers of large recessions and monetary policy responses," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
- McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.
- Jia Li & Rachel Tochen & Yaning Dong & Zhuoran Ren, 2022. "Debt-Driven Property Boom, Land-Based Financing and Trends of Housing Financialization: Evidence from China," Land, MDPI, vol. 11(11), pages 1-23, November.
- Efrem Castelnuovo & Guay Lim & Tim Robinson, 2016.
"Introduction to the Policy Forum: Macroeconomic Consequences of Macroprudential Policies,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 77-82, March.
Cited by:
- Anindya Sen & Dennis Wesselbaum, 2023. "On the International Spillover Effects of Uncertainty," Open Economies Review, Springer, vol. 34(3), pages 541-554, July.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
- Lim, G.C. & McNelis, Paul D., 2016.
"Income growth and inequality: The threshold effects of trade and financial openness,"
Economic Modelling, Elsevier, vol. 58(C), pages 403-412.
Cited by:
- Valentine Soumtang Bime & Itchoko Motande Mondjeli Mwa Ndjokou, 2023. "Does institutional quality matter in financial development and income inequality nexus? new evidence from Sub-Saharan Africa," Economics Bulletin, AccessEcon, vol. 43(3), pages 1395-1410.
- Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023.
"Economic Globalisation and Africa’s Quest for Greener and More Inclusive Growth: The Missing Link,"
CESifo Working Paper Series
10489, CESifo.
- Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023. "Economic globalisation and Africa's quest for greener and more inclusive growth: The missing link," Jena Economics Research Papers 2023-004, Friedrich-Schiller-University Jena.
- Ofori, Isaac K. & Freytag, Andreas & Asongu, Simplice A., 2024. "Economic globalisation and Africa's quest for greener and more inclusive growth: The missing link," International Economics, Elsevier, vol. 178(C).
- Ni, Niannian & Liu, Yulin, 2019. "Financial liberalization and income inequality: A meta-analysis based on cross-country studies," China Economic Review, Elsevier, vol. 56(C), pages 1-1.
- Le, Thai-Ha & Nguyen, Canh Phuc & Su, Thanh Dinh & Tran-Nam, Binh, 2020. "The Kuznets curve for export diversification and income inequality: Evidence from a global sample," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 21-39.
- Koudalo, Yawovi M.A. & Wu, Ji, 2022. "Does financial liberalization reduce income inequality? Evidence from Africa," Emerging Markets Review, Elsevier, vol. 53(C).
- Kennedy, Tom & Smyth, Russell & Valadkhani, Abbas & Chen, George, 2017. "Does income inequality hinder economic growth? New evidence using Australian taxation statistics," Economic Modelling, Elsevier, vol. 65(C), pages 119-128.
- Enrico D'Elia & Roberta De Santis, 2018.
"Growth divergence and income inequality in OECD countries:the role of trade and financial openness,"
Working Papers LuissLab
18140, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Enrico D'Elia & Roberta De Santis, 2018. "Growth divergence and income inequality in OECD countries:the role of trade and financial openness," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
- Enrico D'Elia & Roberta De Santis, 2019. "Growth divergence and income inequality in OECD countries: the role of trade and financial openness," LEQS – LSE 'Europe in Question' Discussion Paper Series 148, European Institute, LSE.
- Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
- Ni, Niannian & Liu, Yulin & Zhou, Hui, 2022. "Financial openness, capital rents and income inequality," European Journal of Political Economy, Elsevier, vol. 71(C).
- Seyi Saint Akadiri & Ada Chigozie Akadiri, 2018. "Growth and Inequality in Africa: Reconsideration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(3), pages 76-86, September.
- Ioanna Konstantakopoulou, 2020. "Further Evidence on Import Demand Function and Income Inequality," Economies, MDPI, vol. 8(4), pages 1-12, October.
- Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023.
"Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link,"
Working Papers
23/032, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023. "Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link," Working Papers of the African Governance and Development Institute. 23/032, African Governance and Development Institute..
- Jung, Jae Wook & Kim, Kyunghun, 2018.
"Financial Market Integration and Income Inequality,"
Working Papers
18-2, Korea Institute for International Economic Policy.
- Jae wook Jung & Kyunghun Kim, 2018. "Financial Market Integration and Income Inequality," Working Papers id:12916, eSocialSciences.
- Jung, Jae Wook & Kim, Kyunghun, 2021. "Financial Market Integration and Income Inequality," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 25(2), pages 175-203, June.
- Koh, Sharon G. M. & Lee, Grace H. Y. & Siah, Audrey K. L., 2022. "The Resurgence of Income Inequality in Asia-Pacific: The Role of Trade Openness, Educational Attainment and Institutional Quality," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(3), pages 11-27.
- Yajie Liu & Feng Dong, 2020. "Corruption, Economic Development and Haze Pollution: Evidence from 139 Global Countries," Sustainability, MDPI, vol. 12(9), pages 1-22, April.
- Anping Chen & Nicolaas Groenewold, 2019. "Macroeconomic shocks in China: Do the distributional effects depend on the regional source?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(1), pages 69-97, February.
- Uddin, Md. Kamal & Pan, Xiongfeng & Saima, Umme & Zhang, Chengming, 2022. "Influence of financial development on energy intensity subject to technological innovation: Evidence from panel threshold regression," Energy, Elsevier, vol. 239(PD).
- Byron Quito & María de la Cruz del Río-Rama & Marta Peris-Ortiz & José Álvarez-García, 2024. "Spatial-Temporal Determinants of Income Inequality in the Cantons of Ecuador between 2010 and 2019: a Spatial Panel Econometric Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 7744-7768, June.
- Khambai Khamjalas, 2024. "Exploring the Spatial Dynamics of FEW Nexus Policies and Their Impact on Income Inequality Using Spatial Econometric Models: Evidence from Southeast Asian Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 14(2), pages 152-167, March.
- Kwamivi Mawuli Gomado, 2024. "Distributional Effects of Structural Reforms in Developing Countries: Evidence from Financial Liberalization," Open Economies Review, Springer, vol. 35(5), pages 1051-1084, November.
- Abiola John Asaleye & Adedoyin Isola Lawal & Olabisi Popoola & Philip Olasupo Alege & Oluwatoyese Oluwapemi Oyetade, 2019. "Financial Integration, Employment and Wages Nexus: Evidence from Nigeria," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(1), pages 141-154.
- G. C. Lim & Q. Zeng, 2016.
"Consumption, Income, and Wealth: Evidence from Age, Cohort, and Period Elasticities,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 489-508, September.
Cited by:
- Fernando Alexandre & Pedro Bação & Miguel Portela, 2020. "Is the basic life-cycle theory of consumption becoming more relevant? Evidence from Portugal," Review of Economics of the Household, Springer, vol. 18(1), pages 93-116, March.
- Marta Escalonilla & Begoña Cueto & María José Pérez-Villadóniga, 2022. "Is the Millennial Generation Left Behind? Inter-Cohort Labour Income Inequality in a Context of Economic Shock," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(1), pages 285-321, November.
- Päivi Kankaanranta, 2019. "A Cohort-Analysis of Age-Wealth Profile in Finland," Discussion Papers 130, Aboa Centre for Economics.
- Fernando Alexandre & Pedro Bação & Miguel Portela, 2019. "A flatter life-cycle consumption profile," NIPE Working Papers 01/2019, NIPE - Universidade do Minho.
- Esa Karonen & Mikko Niemelä, 2020. "Life Course Perspective on Economic Shocks and Income Inequality Through Age‐Period‐Cohort Analysis: Evidence From Finland," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 66(2), pages 287-310, June.
- Siminski, Peter & Yu, Sin Hung, 2021.
"The Correlation of Wealth between Parents and Children in Australia,"
IZA Discussion Papers
14784, Institute of Labor Economics (IZA).
- Peter Siminski & Sin Hung (Timothy) Yu, 2022. "The Correlation of Wealth Between Parents and Children in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(2), pages 195-214, June.
- G.C. Lim & Viet Hoang Nguyen, 2015.
"Alternative Weighting Approaches To Computing Indexes Of Economic Activity,"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(2), pages 287-300, April.
Cited by:
- Tausch, Arno & Heshmati, Almas, 2014. "Testing an EU-Candidate's Place on the Maps of Global Economic, Political and Social Values: The Case of Turkey," IZA Discussion Papers 8163, Institute of Labor Economics (IZA).
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018.
"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Post-Print
hal-01817067, HAL.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2018.
"Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator,"
Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1093-1107, February.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers 2017-25, CEPII research center.
- Botha, Ferdi & Nguyen, Viet H., 2022.
"Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia,"
Social Science & Medicine, Elsevier, vol. 292(C).
- Ferdi Botha & Viet H. Nguyen, 2021. "Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia," Melbourne Institute Working Paper Series wp2021n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy," Post-Print hal-01549625, HAL.
- Robert Dixon & G. C. Lim & Jan C. van Ours, 2015.
"The effect of shocks to labour market flows on unemployment and participation rates,"
Applied Economics, Taylor & Francis Journals, vol. 47(24), pages 2523-2539, May.
See citations under working paper version above.
- Robert Dixon & Guay C. Lim & Jan C. van Ours & Jan C. van Ours, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," CESifo Working Paper Series 4826, CESifo.
- Dixon, Robert & Lim, Guay C. & van Ours, Jan C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," IZA Discussion Papers 8221, Institute of Labor Economics (IZA).
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Discussion Paper 2014-033, Tilburg University, Center for Economic Research.
- Dixon, R. & Lim, G.C. & van Ours, J.C., 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Other publications TiSEM d6039f24-cf9e-4f70-aaa7-c, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Lim, Guay & Dixon, Robert, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," CEPR Discussion Papers 10002, C.E.P.R. Discussion Papers.
- Robert Dixon & Guay C. Lim & Jan C. van Ours, 2014. "The Effect of Shocks to Labour Market Flows on Unemployment and Participation Rates," Melbourne Institute Working Paper Series wp2014n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Guay C. Lim & Viet H. Nguyen & Chew Lian Chua, 2014.
"Review of the Australian Economy 2013–14: The Age of Austerity?,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 47(1), pages 1-12, March.
Cited by:
- Rod Tyers, 2014.
"Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly,"
Economics Discussion / Working Papers
14-23, The University of Western Australia, Department of Economics.
- Rod Tyers, 2014. "Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly," CAMA Working Papers 2014-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jerry Courvisanos & Ameeta Jain & Karim K. Mardaneh, 2016. "Economic Resilience of Regions under Crises: A Study of the Australian Economy," Regional Studies, Taylor & Francis Journals, vol. 50(4), pages 629-643, April.
- Rod Tyers, 2014.
"Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly,"
Economics Discussion / Working Papers
14-23, The University of Western Australia, Department of Economics.
- Dixon, R. & Griffiths, W. & Lim, G.C., 2014.
"Lay people’s models of the economy: A study based on surveys of consumer sentiments,"
Journal of Economic Psychology, Elsevier, vol. 44(C), pages 13-20.
See citations under working paper version above.
- R. Dixon & W. Griffiths & G.C. Lim, 2014. "Lay people’s models of the economy: A study based on surveys of consumer sentiments," Department of Economics - Working Papers Series 1179, The University of Melbourne.
- Robert Dixon & G. C. Lim & John Freebairn, 2014.
"Regional Beveridge Curves: A Latent Variable Approach,"
Regional Studies, Taylor & Francis Journals, vol. 48(2), pages 254-269, February.
See citations under working paper version above.
- Robert Dixon & G.C. Lim & John Freebairn, 2010. "Regional Beveridge Curves: A Latent Variable Approach," Department of Economics - Working Papers Series 1103, The University of Melbourne.
- Robert Dixon & G. C. Lim & John Freebairn, 2010. "Regional Beveridge Curves: A Latent Variable Approach," Melbourne Institute Working Paper Series wp2010n15, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Chow, Hwee Kwan & Lim, G.C. & McNelis, Paul D., 2014.
"Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?,"
Journal of Asian Economics, Elsevier, vol. 30(C), pages 63-81.
Cited by:
- Parrado, Eric & Heresi, Rodrigo, 2023. "Trade Openness and Exchange Rate Management," IDB Publications (Working Papers) 13346, Inter-American Development Bank.
- Ana Santacreu & Ilian Mihov, 2013.
"Exchange rates as an instrument of monetary policy,"
2013 Meeting Papers
773, Society for Economic Dynamics.
- Mihov, Ilian & Heipertz, Jonas & Santacreu, Ana, 2017. "The Exchange Rate as an Instrument of Monetary Policy," CEPR Discussion Papers 12137, C.E.P.R. Discussion Papers.
- Muhammad Arshad Khan & Ather Maqsood Ahmed, 2016. "Conducting Monetary Policy in South Asian Economies: An Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(3), pages 161-190.
- Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
- Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022.
"Managing macroeconomic fluctuations with flexible exchange rate targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Jonas Heipertz & Ilian Mihov & Ana Maria Santacreu, 2017. "Managing Macroeconomic Fluctuations with Flexible Exchange Rate Targeting," Working Papers 2017-028, Federal Reserve Bank of St. Louis, revised 16 Jan 2022.
- Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
- de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2017. "Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 196-244.
- de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha, 2020. "Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Abdelli Soulaima, 2014. "A Welfare Based Approach for choosing the Inflation Targeting and the Exchange Regime in Tunisia," Journal of Economics and Behavioral Studies, AMH International, vol. 6(12), pages 919-932.
- Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
- Alba, Joseph D. & Liu, Jingting & Chia, Wai-Mun & Park, Donghyun, 2020. "Foreign output shock in small open economies: A welfare evaluation of monetary policy regimes," Economic Modelling, Elsevier, vol. 86(C), pages 101-116.
- Zacek, Jan, 2020. "Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint," Economic Modelling, Elsevier, vol. 88(C), pages 293-311.
- Guido Traficante, 2017. "Uncertain Potential Output and Simple Rules in Small Open Economy," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 517-531, October.
- G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013.
"Bank and Official Interest Rates: How Do They Interact over Time?,"
The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
See citations under working paper version above.
- G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Lim, G. C. & McNelis, Paul D., 2013.
"Alternative Government Spending Rules: Effects On Income Inequality And Welfare,"
Macroeconomic Dynamics, Cambridge University Press, vol. 17(7), pages 1496-1518, October.
Cited by:
- Juan F. Guerra‐Salas, 2018. "Latin America'S Declining Skill Premium: A Macroeconomic Analysis," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 620-636, January.
- Juan Guerra-Salas, 2016. "Fiscal Policy, Sectoral Allocation, and the Skill Premium: Explaining the Decline in Latin America’s Income Inequality," Working Papers Central Bank of Chile 779, Central Bank of Chile.
- PAUL D. McNELIS & NAOYUKI YOSHINO, 2018. "Household Income Dynamics In A Lower-Income Small Open Economy: A Comparison Of Banking And Crowdfunding Regimes," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(01), pages 147-166, March.
- G. C. Lim & Paul D. McNelis, 2014. "Income Inequality, Trade and Financial Openness," Melbourne Institute Working Paper Series wp2014n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Robert Dixon & G. C. Lim, 2012.
"A univariate model of aggregate labour productivity,"
Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2075-2080, June.
- R. Dixon & G. Lim, 2012. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 44(5), pages 581-585, February.
- Robert Dixon & G. C. Lim, 2013. "A univariate model of aggregate labour productivity," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2695-2695, June.
See citations under working paper version above.- Robert Dixon & G. C. Lim, 2008. "A Univariate Model of Aggregate Labour Productivity," Melbourne Institute Working Paper Series wp2008n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012.
"A latent variable approach to forecasting the unemployment rate,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
See citations under working paper version above.
- C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- G. C. Lim & Paul D. Mcnelis, 2012.
"Macroeconomic Volatility And Counterfactual Inflation-Targeting In Hong Kong,"
Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 304-325, May.
Cited by:
- Paul D. McNelis, 2014. "Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe," Working Papers 052014, Hong Kong Institute for Monetary Research.
- Tomoya Suzuki, 2019. "Counterfactual Inflation Targeting in Nepal," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 97-117, December.
- Bennett T. McCallum, 2014. "Monetary Policy in a Very Open Economy: Some Major Analytical Issues," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 27-60, February.
- Paulina Etxeberria-Garaigorta & Amaia Iza, 2015. "The Role of Productivity and Financial Frictions in the Business Cycles of a Small Open Economy: Hong Kong 1984–2011," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 400-414, May.
- David Cook & James Yetman, 2014. "Currency Boards when Interest Rates are Zero," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 135-151, February.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Viet H. Nguyen, 2012.
"Review of the Australian Economy 2011–12: A Case of Déjà Vu,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 1-13, February.
Cited by:
- Markus H. Hahn & John P. Haisken-DeNew, 2013. "PanelWhiz and the Australian Longitudinal Data Infrastructure in Economics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(3), pages 379-386, September.
- Alex Y. Lo, 2013. "Household Preference and Financial Commitment to Flood Insurance in South-East Queensland," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(2), pages 160-175, June.
- Stephen J. Knop & Joaquin L. Vespignani, 2014.
"The sectorial impact of commodity price shocks in Australia,"
CAMA Working Papers
2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
- Vespignani, Joaquin L. & Knop, Stephen J, 2014. "The sectorial impact of commodity price shocks in Australia," MPRA Paper 55435, University Library of Munich, Germany.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Working Papers 2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010.
"Review of the Australian Economy 2009–10: On the Road to Recovery,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
Cited by:
- Creina Day, 2011. "China's Fiscal Stimulus and the Recession Australia Never Had: Is a Growth Slowdown Now Inevitable?," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 18(1), pages 23-34.
- G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009.
"Phillips Curve and the Equilibrium Unemployment Rate,"
The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
See citations under working paper version above.
- G.C. Lim & R. Dixon & S. Tsiaplias, 2009. "Phillips Curve and the Equalibrium Unemployment Rate," Department of Economics - Working Papers Series 1070, The University of Melbourne.
- G. C. Lim, 2009.
"Inflation Targeting,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 110-118, March.
Cited by:
- Steven Ambler, 2014. "Price-Level Targeting: A Post-Mortem?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 400, February.
- Canarella, Giorgio & Miller, Stephen M., 2017. "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, vol. 92(C), pages 45-62.
- Michael Pedersen, 2015. "Propagation of Shocks to Food and Energy Prices: A Cross-Country Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(4), pages 272-289, August.
- Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009.
"Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
Cited by:
- Windle, Jill & Rolfe, John, 2014. "Assessing the trade-offs of increased mining activity in the Surat Basin, Queensland: preferences of Brisbane residents using nonmarket valuation techniques," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(01), January.
- Rolfe, John, 2013. "Predicting the economic and demographic impacts of long distance commuting in the resources sector: A Surat basin case study," Resources Policy, Elsevier, vol. 38(4), pages 723-732.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
- Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
- Robert Dixon & John Freebairn & Guay Lim, 2007.
"Time-varying equilibrium rates of unemployment: an analysis with Australian data,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 10(4), pages 205-225.
See citations under working paper version above.
- Robert Dixon & John Freebairn & G. C. Lim, 2006. "Time-Varying Equilibrium Rates of Unemployment: An Analysis with Australian Data," Melbourne Institute Working Paper Series wp2006n11, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Lim, G.C. & McNelis, Paul D., 2007.
"Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?,"
Journal of International Money and Finance, Elsevier, vol. 26(6), pages 865-886, October.
Cited by:
- Bagella Michele & Busato Francesco & Argentiero Amedeo, 2009. "Money Laundering in a Microfounded Dynamic Model: Simulations for the U.S. and the EU-15 Economies," Review of Law & Economics, De Gruyter, vol. 5(2), pages 879-902, December.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2016. "Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 519-538, November.
- Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006.
"A reexamination of the equity-premium puzzle: A robust non-parametric approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 173-189, August.
See citations under working paper version above.
- Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics.
- Soo Khoon Goh & Guay Lim & Nilss Olekalns, 2006.
"Deviations from uncovered interest parity in Malaysia,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(10), pages 745-759.
Cited by:
- Turkhan Ali Abdul Manap & Gairuzazmi M Ghani, 2012. "Malaysia's Time Varying Capital Mobility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1361-1368.
- Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012. "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 167-176.
- Tang, Kin-Boon, 2011. "The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries," Economic Modelling, Elsevier, vol. 28(1-2), pages 568-573, January.
- Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
- C. Emre Alper & Oya Pinar Ardic & Salih Fendoglu, 2009.
"The Economics Of The Uncovered Interest Parity Condition For Emerging Markets,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(1), pages 115-138, February.
- Alper, C. Emre & Ardic, Oya Pinar & Fendoglu, Salih, 2007. "The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey," MPRA Paper 4079, University Library of Munich, Germany.
- Dandan Li & A Ghoshray & Bruce Morley, 2011. "Uncovered Interest Parity and the Risk Premium," Department of Economics Working Papers 02/11, University of Bath, Department of Economics.
- Goh, Soo Khoon & McNown, Robert, 2015. "Examining the exchange rate regime–monetary policy autonomy nexus: Evidence from Malaysia," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 292-303.
- Ai Lian Tan Author_Email: tanal@utar.edu.my & Shiau Mooi Lim & Seow Shin Koong & Ying Yin Koay, 2011. "Exchange Rate And Current Account: Are They Co-Integrated Symmetrically Or Asymmetrically?," Annual Summit on Business and Entrepreneurial Studies (ASBES 2011) Proceeding 2011-019-150, Conference Master Resources.
- Khalid M. Kisswani & Arezou Harraf & Amjad M. Kisswani, 2019. "Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries," Economic Change and Restructuring, Springer, vol. 52(3), pages 279-300, August.
- Kim, Heeho, 2011. "The risk adjusted uncovered equity parity," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1491-1505.
- Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022.
"Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach,"
Journal of Asian Economics, Elsevier, vol. 82(C).
- Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021. "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers 2021-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tang, Kin-Boon, 2011. "The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries," Economic Modelling, Elsevier, vol. 28(1), pages 568-573.
- zcan Karahan & Olcay olak, 2012. "Does Uncovered Interest Rate Parity Hold in Turkey?," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 386-394.
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017.
"Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks,"
Review of International Economics, Wiley Blackwell, vol. 25(4), pages 695-710, September.
- Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015. "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers wp2015-4, Bank of Estonia, revised 30 Dec 2015.
- DeLisle Worrell & Roland Craigwell & Travis Mitchell, 2008. "The behaviour of a small foreign exchange market with a long-term peg-Barbados," Applied Financial Economics, Taylor & Francis Journals, vol. 18(8), pages 673-682.
- Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2015. "Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks," Working Papers 2015014, The University of Sheffield, Department of Economics.
- Cavoli, Tony, 2012. "Exploring dimensions of regional economic integration in East Asia: More than the sum of its parts?," Journal of Asian Economics, Elsevier, vol. 23(6), pages 643-653.
- Ewe Ghee Lim & Soo Khoon Goh, 2016. "Is Malaysia exempted from the impossible trinity? An empirical analysis for an emerging market," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(2), pages 131-147, July.
- G. Lim & Paul Mcnelis, 2006.
"Central Bank Learning and Taylor Rules with Sticky Import Prices,"
Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 155-175, September.
Cited by:
- Davood Askarany & Mona Parsaei & Nilofar Ghanbari, 2024. "Business Strategy, Short-Term Debt, and Cost Stickiness," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1913-1936, September.
- Lim, G.C. & Martin, G.M. & Martin, V.L., 2006.
"Pricing currency options in the presence of time-varying volatility and non-normalities,"
Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July.
Cited by:
- Wang, Xiao-Tian & Li, Zhe & Zhuang, Le, 2017. "European option pricing under the Student’s t noise with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 848-858.
- Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013.
"Financial Contagion and Asset Pricing,"
CAMA Working Papers
2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021.
"A meta-measure of performance related to both investors and investments characteristics,"
Post-Print
hal-03543398, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
- Sun, Lin, 2013. "Pricing currency options in the mixed fractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3441-3458.
- Cassidy, Daniel T. & Hamp, Michael J. & Ouyed, Rachid, 2010. "Pricing European options with a log Student’s t-distribution: A Gosset formula," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5736-5748.
- Xiao, Wei-Lin & Zhang, Wei-Guo & Zhang, Xi-Li & Wang, Ying-Luo, 2010. "Pricing currency options in a fractional Brownian motion with jumps," Economic Modelling, Elsevier, vol. 27(5), pages 935-942, September.
- Cassidy, Daniel T., 2011. "Describing n-day returns with Student’s t-distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(15), pages 2794-2802.
- Robert Dixon & John Freebairn & Guay Lim, 2005.
"An Examination of Net Flows in the Australian Labour Market,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 25-42, March.
Cited by:
- Chapman, Bruce & Lounkaew, Kiatanantha, 2011.
"How Many Jobs is 23,510, Really? Recasting the Mining Job Loss Debate,"
Working Papers
249529, Australian National University, Centre for Climate Economics & Policy.
- Bruce Chapman & Kiatanantha Lounkaew, 2011. "How Many Jobs is 23,510, Really? Recasting the Mining Job Loss Debate," CCEP Working Papers 1106, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Phillip Chindamo & Lawrence Uren, 2010. "Vacancies and Unemployment in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(2), pages 136-152, June.
- Noel Gaston & Gulasekaran Rajaguru, 2015. "A Markov-switching structural vector autoregressive model of boom and bust in the Australian labour market," Empirical Economics, Springer, vol. 49(4), pages 1271-1299, December.
- Bruce Chapman, 2011.
"How Many Jobs is 23,510, Really?,"
Crawford School Research Papers
1104, Crawford School of Public Policy, The Australian National University.
- Bruce Chapman & Kiatanantha Lounkaew, 2013. "How Many Jobs Is 23,510, Really?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 16(2), pages 259-275.
- Chew Lian Chua & Robert Dixon & G. C. Lim, 2007. "What Drives Worker Flows?," Melbourne Institute Working Paper Series wp2007n34, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Chapman, Bruce & Lounkaew, Kiatanantha, 2011.
"How Many Jobs is 23,510, Really? Recasting the Mining Job Loss Debate,"
Working Papers
249529, Australian National University, Centre for Climate Economics & Policy.
- G. Lim, 2005.
"Bounded dividends, earnings and fundamental stock values,"
Empirical Economics, Springer, vol. 30(2), pages 411-426, September.
Cited by:
- Ahmad, Mahyudin, 2012. "Duration dependence test for rational speculative bubble: the strength and weakness," MPRA Paper 42156, University Library of Munich, Germany.
- Jirasakuldech, Benjamas & Emekter, Riza & Rao, Ramesh P., 2008. "Do Thai stock prices deviate from fundamental values?," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 298-315, June.
- V. L. Martin & G. M. Martin & G. C. Lim, 2005.
"Parametric pricing of higher order moments in S&P500 options,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
- G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
See citations under working paper version above.- G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
- Lim, G.C., 2005.
"Currency risk in excess equity returns: a multi time-varying beta approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 189-207, July.
Cited by:
- Prabhath Jayasinghe & Albert K. Tsui, 2009. "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers 22761, East Asian Bureau of Economic Research.
- Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
- Xiaoyi Shen & Albert K. Tsui & Zhaoyong Zhang, 2019. "Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?," Risks, MDPI, vol. 7(4), pages 1-16, October.
- Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 10-24.
- Robert Dixon & John Freebairn & G.C. Lim, 2005.
"An Employment Equation for Australia,"
The Economic Record, The Economic Society of Australia, vol. 81(254), pages 204-214, September.
Cited by:
- Robert Dixon & David Shepherd, 2006.
"The Cyclical Dynamics and Volatility of Australian Output and Employment,"
Department of Economics - Working Papers Series
968, The University of Melbourne.
- David Shepherd & Robert Dixon, 2008. "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, March.
- Luis N. Lanteri, 2013. "Determinantes económicos del nivel de empleo. Alguna evidencia para Argentina," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 73-100, May.
- Marika Karanassou & Hector Sala, 2009.
"Labour Market Dynamics in Australia: What Drives Unemployment?,"
Working Papers
636, Queen Mary University of London, School of Economics and Finance.
- Marika Karanassou & Hector Sala, 2010. "Labour Market Dynamics in Australia: What Drives Unemployment?," The Economic Record, The Economic Society of Australia, vol. 86(273), pages 185-209, June.
- Marika Karanassou & Hector Sala, 2008. "Labour Market Dynamics in Australia: What Drives Unemployment?," Discussion Papers 2008-26, School of Economics, The University of New South Wales.
- Karanassou, Marika & Sala, Hector, 2009. "Labour Market Dynamics in Australia: What Drives Unemployment?," IZA Discussion Papers 3924, Institute of Labor Economics (IZA).
- Athanasios O. Tagkalakis, 2013.
"Discretionary fiscal policy and economic activity in Greece,"
Working Papers
169, Bank of Greece.
- Athanasios Tagkalakis, 2014. "Discretionary fiscal policy and economic activity in Greece," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 687-712, November.
- Françoise Delmez & Vincent Vandenberghe, 2017. "Working long hours: less productive but less costly? Firm-level evidence from Belgium," LIDAM Discussion Papers IRES 2017022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Peter B. Dixon, 2009. "Comments on the Productivity Commission’s Modelling of the Economy‐Wide Effects of Future Automotive Assistance," Economic Papers, The Economic Society of Australia, vol. 28(1), pages 11-18, March.
- Jared Bullen & Jacinta Greenwell & Michael Kouparitsas & David Muller & John O’Leary & Rhett Wilcox, 2014. "Treasury's medium-term economic projection methodology," Treasury Working Papers 2014-02, The Treasury, Australian Government, revised May 2014.
- Robert Dixon & John Freebairn, 2007. "Hours of Work: A Demand Perspective," Department of Economics - Working Papers Series 1022, The University of Melbourne.
- Robert Dixon & David Shepherd, 2006.
"The Cyclical Dynamics and Volatility of Australian Output and Employment,"
Department of Economics - Working Papers Series
968, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2004.
"The Incidence of Long-term Unemployment in Australia 1978-2003,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(4), pages 501-513, December.
See citations under working paper version above.
- Robert Dixon & G.C. Lim, 2004. "The Incidence of Long-Term Unemployment in Australia 1978-2003," Department of Economics - Working Papers Series 903, The University of Melbourne.
- Lim, G. C. & McNelis, Paul D., 2004.
"Learning and the monetary policy strategy of the European Central Bank,"
Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 997-1010.
Cited by:
- Charemza, Wojciech & Ladley, Daniel, 2016. "Central banks’ forecasts and their bias: Evidence, effects and explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 804-817.
- Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.
- Timothy Kam, 2006. "The Desirable Smooth Operator, Incomplete Pass Through And The "Zero Bound"," CAMA Working Papers 2006-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jerome L. Stein & Guay C. Lim, 2004.
"Asian Crises: Theory, Evidence, Warning Signals,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 49(02), pages 135-161.
See citations under working paper version above.
- Jerome L. Stein & Guay C. Lim, 2004. "Asian Crises: Theory, Evidence, Warning-Signals," CESifo Working Paper Series 1159, CESifo.
- Robert Dixon & G.C. Lim, 2004.
"Underlying Inflation in Australia: Are the Existing Measures Satisfactory?,"
The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December.
See citations under working paper version above.
- Robert Dixon & Guay Lim, 2003. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," Department of Economics - Working Papers Series 878, The University of Melbourne.
- Robert Dixon & John Freebairn & Guay Lim, 2003.
"Why are recessions as deep as they are? The behaviour over time of the outflow from unemployment: a new perspective,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(1), pages 37-64, March.
See citations under working paper version above.
- Robert Dixon & John Freebairn & G. C. Lim, 2002. "Why Are Recessions As Deep As They Are? The Behaviour Over Time Of The Outflow From Unemployment: A New Perspective," Department of Economics - Working Papers Series 842, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2002.
"Australian gross flows data: the labour force survey and the size of the population represented by the matched sample,"
Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 5(1), pages 1-21, March.
See citations under working paper version above.
- Dixon, R. & Lim, G.C. & Thomson, J., 2001. "Australian Gross Flows Data: The Labour Force Survey and the Size of the Population Represented by the Matched Sample," Department of Economics - Working Papers Series 810, The University of Melbourne.
- Guay C. Lim, 2002.
"Modelling the Interaction of Fundamental and Portfolio Exchange Rate Behaviour: An Application to Australia and the ASEAN3,"
Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 557-576, December.
Cited by:
- Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007.
"East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests,"
Global Economic Review, Taylor & Francis Journals, vol. 36(2), pages 103-119.
- Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007.
- Daud, Ariff & Masih, Mansur, 2017. "Is there any relationship between exchange rate and investment ? evidence from Australia," MPRA Paper 110655, University Library of Munich, Germany.
- Ahmad Zubaidi Baharumshah & Raj Aggarwal & Chan Tze Haw, 2007.
"East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests,"
Global Economic Review, Taylor & Francis Journals, vol. 36(2), pages 103-119.
- G.C. Lim, 2001.
"Bank Interest Rate Adjustments: Are They Asymmetric?,"
The Economic Record, The Economic Society of Australia, vol. 77(237), pages 135-147, June.
Cited by:
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
- De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
- Machava, Agostinho, 2017. "The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique," Umeå Economic Studies 954, Umeå University, Department of Economics.
- Valadkhani, Abbas, 2014. "Analysing interest rate mark-ups in the Australian mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 343-361.
- Florentina Paraschiv, 2013.
"Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts,"
Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(3), pages 1-19.
- Paraschiv, Florentina, 2012. "Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts," Working Papers on Finance 1219, University of St. Gallen, School of Finance.
- Abbas Valadkhani & Sajid Anwar & Amir Arjomandi, 2014. "Downward stickiness of interest rates in the Australian credit card market," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(1), pages 52-65, January.
- Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.
- John Ashton, 2009. "Synchronisation and staggering of interest rate change by UK financial services firms," International Review of Applied Economics, Taylor & Francis Journals, vol. 23(1), pages 55-69.
- G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013.
"Bank and Official Interest Rates: How Do They Interact over Time?,"
The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
- G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Johann Burgstaller, 2005. "Interest rate pass-through estimates from vector autoregressive models," Economics working papers 2005-10, Department of Economics, Johannes Kepler University Linz, Austria.
- Ana María Iregui & Costas Milas & Jesus Otero, 2002.
"On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach,"
Public Policy Discussion Papers
02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
- Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
- Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
- Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
- Valadkhani, Abbas, 2013. "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 133-151.
- Abbas Valadkhani & Sajid Anwar, 2012. "Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 341-350, September.
- Bris, Arturo & Repetto, Andrea, 2002.
"Comments,"
LSE Research Online Documents on Economics
123076, London School of Economics and Political Science, LSE Library.
- Kaminsky, Graciela L. & Repetto, Andrea, 2001. "Comments," LSE Research Online Documents on Economics 123256, London School of Economics and Political Science, LSE Library.
- Detragiache, Enrica & Repetto, Andrea, 2007. "Comments," LSE Research Online Documents on Economics 123190, London School of Economics and Political Science, LSE Library.
- John K Ashton, 2007.
"Synchronisation and Staggering of Deposit Account Interest Rate Changes,"
Working Paper series, University of East Anglia, Centre for Competition Policy (CCP)
2007-14, Centre for Competition Policy, University of East Anglia, Norwich, UK..
- John K. Ashton, 2007. "Synchronisation and Staggering of Deposit Account Interest Rate Changes," Working Papers 07-14, Centre for Competition Policy, University of East Anglia.
- Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
- Gan-Ochir Doojav & Kaliappa Kalirajan, 2016. "Interest Rate Pass-Through in Mongolia," The Developing Economies, Institute of Developing Economies, vol. 54(4), pages 271-291, December.
- Juan Francisco Martínez & Daniel Oda & Gonzalo Marivil, 2022. "Pass-through from monetary policy to bank interest rates: A-symmetry analysis," Working Papers Central Bank of Chile 944, Central Bank of Chile.
- Leonardo Gambacorta & Carlotta Rossi, 2007.
"Modelling bank lending in the euro area: A non-linear approach,"
Temi di discussione (Economic working papers)
650, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & Carlotta Rossi, 2010. "Modelling bank lending in the euro area: a nonlinear approach," Applied Financial Economics, Taylor & Francis Journals, vol. 20(14), pages 1099-1112.
- G. C. Lim, 2009. "Inflation Targeting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 110-118, March.
- Rocha, Manuel Duarte, 2012. "Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 64-80.
- Apergis, Nicholas & Cooray, Arusha, 2015. "Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 155-172.
- Jiri Gregor & Jan Janku & Martin Melecky, 2022. "From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts," Working Papers 2022/9, Czech National Bank.
- Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
- Leonardo Gambacorta & Simonetta Iannotti, 2005.
"Are there asymmetries in the response of bank interest rates monetary shocks?,"
Temi di discussione (Economic working papers)
566, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & S. Iannotti, 2007. "Are there asymmetries in the response of bank interest rates to monetary shocks?," Applied Economics, Taylor & Francis Journals, vol. 39(19), pages 2503-2517.
- Qing L. Burke & Terry D. Warfield, 2021. "Bank interest rate risk management and valuation of earnings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4287-4337, September.
- Heinzelmann Ludwig & Missong Martin, 2020. "Nonlinear interest rate-setting behaviour of German commercial banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-28, June.
- Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
- Le Phan Thi Dieu Thao & Nguyen Thi Thu Trang, 2015. "Interest rate pass-through estimates from error correction models ECM," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 5(1), pages 3-11.
- Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
- Fitri Ami Handayani & Febrio Nathan Kacaribu, 2019. "Asymmetric Transmission of the Monetary Policy: Empirical Evidence from the Consumer Credit Rates in Indonesia," LPEM FEBUI Working Papers 201938, LPEM, Faculty of Economics and Business, University of Indonesia, revised 2019.
- John Ashton & Andros Gregoriou, 2012.
"The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy,"
Working Papers
12005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- John K. Ashton & Andros Gregoriou, 2014. "The Influence of Banking Centralization on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy," Regional Studies, Taylor & Francis Journals, vol. 48(9), pages 1467-1482, September.
- James Payne & George Waters, 2008. "Interest rate pass through and asymmetric adjustment: evidence from the federal funds rate operating target period," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1355-1362.
- Valadkhani, Abbas & O'Mahony, Barry, 2024. "The pass-through effect of the Reserve Bank of Australia's cash rate on deposit and lending rates," Finance Research Letters, Elsevier, vol. 70(C).
- Thai V. H. Nguyen & Agyenim Boateng & Tra Thi Thu Pham, 2019. "Involuntary excess reserve and heterogeneous transmission of policy rates to bank lending rates in China," Empirical Economics, Springer, vol. 57(3), pages 1023-1044, September.
- Zulkhibri, Muhamed, 2012. "Policy rate pass-through and the adjustment of retail interest rates: Empirical evidence from Malaysian financial institutions," Journal of Asian Economics, Elsevier, vol. 23(4), pages 409-422.
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
- G. C. Lim & C. R. McKenzie, 1998.
"Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations,"
Applied Financial Economics, Taylor & Francis Journals, vol. 8(2), pages 181-190.
Cited by:
- Toda, Hiro Y. & McKenzie, C.R., 1999. "LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, Augus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 457-468.
- Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
- Chong, Lucy Lee-Yun & Puah, Chin-Hong & Md Isa, Abu Hassan, 2012. "Theory of rational expectations hypothesis: banks and other financial institutions in Malaysia," MPRA Paper 36657, University Library of Munich, Germany.
- Lim, G. C. & Martin, Vance L. & Teo, Leslie E., 1998.
"Endogenous Jumping And Asset Price Dynamics,"
Macroeconomic Dynamics, Cambridge University Press, vol. 2(2), pages 213-237, June.
Cited by:
- Fernandes, Marcelo, 2006. "Financial crashes as endogenous jumps: estimation, testing and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 111-141, January.
- Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016. "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 217-225.
- Hervé Crès & Tobias Markeprand & Mich Tvede, 2009.
"Incomplete Financial Markets and Jumps in Asset Prices,"
Discussion Papers
09-12, University of Copenhagen. Department of Economics.
- Hervé Crès & Tobias Markeprand & Mich Tvede, 2016. "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 201-219, June.
- Lim, G C & McNelis, Paul D, 1998.
"The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 217-228, July.
Cited by:
- Lidija Dedi & Burhan F. Yavas, 2016. "Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1266788-126, December.
- Christian A. Johnson & Rodrigo Vergara, 2005.
"The implementation of monetary policy in an emerging economy: the case of Chile,"
Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 45-62, June.
- Christian A Johnson & Rodrigo Vergara, 2005. "The Implementation of Monetary Policy in an Emerging Economy: The Case of Chile," Documentos de Trabajo 291, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 95-121, June.
- Yasemin Deniz Akarım, 2013. "A Comparison of Linear and Nonlinear Models in Forecasting Market Risk: The Evidence from Turkish Derivative Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 164-172.
- Lim, G. C. & Lye, J. N. & Martin, G. M. & Martin*, V. L., 1998.
"The distribution of exchange rate returns and the pricing of currency options,"
Journal of International Economics, Elsevier, vol. 45(2), pages 351-368, August.
Cited by:
- Pierdzioch, Christian, 2000. "Noise Traders? Trigger Rates, FX Options, and Smiles," Kiel Working Papers 970, Kiel Institute for the World Economy (IfW Kiel).
- Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000.
"Implicit Bayesian Inference Using Option Prices,"
Monash Econometrics and Business Statistics Working Papers
5/00, Monash University, Department of Econometrics and Business Statistics.
- Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005. "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 437-462, May.
- Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics.
- G.C. Lim & G.M. Martin & V.L. Martin, 2002.
"Parametric Pricing of Higher Order Moments in S&P500 Options,"
Monash Econometrics and Business Statistics Working Papers
1/02, Monash University, Department of Econometrics and Business Statistics.
- G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
- V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
- Ribeiro de Castro, Claudia, 1999. "Inside and Outside the Band Exchange Rate Fluctuations for Brazil," LIDAM Discussion Papers IRES 2000004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013.
"Financial Contagion and Asset Pricing,"
CAMA Working Papers
2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
- Lim, G.C. & Martin, G.M. & Martin, V.L., 2006. "Pricing currency options in the presence of time-varying volatility and non-normalities," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 291-314, July.
- Xiao, Wei-Lin & Zhang, Wei-Guo & Zhang, Xi-Li & Wang, Ying-Luo, 2010. "Pricing currency options in a fractional Brownian motion with jumps," Economic Modelling, Elsevier, vol. 27(5), pages 935-942, September.
- G. C. Lim & Stuart S. Kells, 1995.
"Portfolio Implications of an Equity Rain in Australia,"
The Economic Record, The Economic Society of Australia, vol. 71(4), pages 367-378, December.
Cited by:
- Paul Cashin & C. John McDermott, 2002. "Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 82-98, March.
- G.C. Lim & Vance L. Martin, 1995.
"Regression‐based cointegration estimators with applications,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 22(1), pages 3-22, February.
Cited by:
- João Frois Caldeira & Gulherme Valle Moura, 2013. "Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy," Brazilian Review of Finance, Brazilian Society of Finance, vol. 11(1), pages 49-80.
- Lim, G C & Martin, Vance L, 1994.
"Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991,"
Australian Economic Papers, Wiley Blackwell, vol. 33(62), pages 75-95, June.
Cited by:
- Robert W. Faff & Allan Hodgson & Michael L. Kremmer, 2005. "An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 1001-1031, June.
- Lim, G. C., 1992.
"Testing for the fundamental determinants of the long run real exchange rate,"
Journal of Banking & Finance, Elsevier, vol. 16(3), pages 625-642, June.
Cited by:
- Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2013.
"Expectations of future income and real exchange rate movements,"
Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1274-1285.
- Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2012. "Expectations of future income and real exchange rate movements," Working Papers fe_2012_05, Deakin University, Department of Economics.
- Zhou, Su & Mahdavi, Saeid, 1996. "Simple vs. generalized interest rate and purchasing power parity models of exchange rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(2), pages 197-218.
- John Sarich, 2006. "What do we know about the real exchange rate? A classical cost of production story," Review of Political Economy, Taylor & Francis Journals, vol. 18(4), pages 469-496.
- Ebrahim Hadian; & Najmeh Sajedianfard, 2018. "Monetary Fundamental-Based Exchange Rate Model in Iran: Applying a MS-TVTP Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(2), pages 557-578, Spring.
- Hayat, Aziz & Ganiev, Bahodir & Tang, Xueli, 2013.
"Expectations of future income and real exchange rate movements,"
Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1274-1285.
- Lim, G. C., 1991.
"Estimating portfolio models from financial flow data : An analysis of the demand for liabilities, real assets and financial assets by the household sector,"
Economic Modelling, Elsevier, vol. 8(2), pages 219-224, April.
Cited by:
- Dorian Owen, P., 1997. "Estimating portfolio models from financial flow data: A comment," Economic Modelling, Elsevier, vol. 14(2), pages 301-306, April.
- G. C. Lim & I. R. Harper, 1991.
"Official Intervention in the Foreign Exchange Market,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 24(4), pages 67-71, October.
Cited by:
- Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
- Ian R. Harper & G. C. Lim, 1989.
"Is Monetary Policy Too Tight?,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 22(2), pages 15-24, June.
Cited by:
- Dobrescu, Emilian, 2006. "Macromodel of the Romanian market economy (version 2005)," MPRA Paper 35749, University Library of Munich, Germany.
- Giovanna Tagliabue, 2005. "Co-integrating relationship between terms of trade, money and current account: the Italian evidence," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(3-4), pages 99-111.
- Des Moore, 1990. "Debt ‐ Is It Still A Problem?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(3), pages 17-32, September.
- Dobrescu, Emilian, 2001. "Evoluţia macromodelului economiei româneşti de tranzitie [The evolution of the Romanian model for the transition economy]," MPRA Paper 35798, University Library of Munich, Germany.
- B.R. Parmenter & Philip D. Adams, 1989. "Economic Prospects: 1988‐89 to 1994‐95," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 22(3), pages 5-15, September.
- Dobrescu, Emilian, 2006.
"Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience,"
MPRA Paper
35748, University Library of Munich, Germany.
- Emilian Dobrescu, 2006. "Integration of Macroeconomic Behavioural Relationships and the Input-output Block (Romanian Modelling Experience)," EcoMod2006 272100018, EcoMod.
- Ian R. Harper & G. C. Lim, 1988.
"Financial Implications of the Commonwealth Budget Surplus,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 21(4), pages 19-25, December.
Cited by:
- Ian Harper & Julian Pearce, 1990. "Implementing Monetary Policy in an Era of Budget Surpluses," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 23(2), pages 53-65, June.
- Ross Guest & Alan McLean, 1998. "New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 81-87.
- G. C. Lim, 1985.
"GDP Growth Rates Calculated from Quarterly National Accounts: Discrepancies and Revisions,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(4), pages 21-27, December.
Cited by:
- Christopher Bajada, 2001.
"An Examination of the Statistical Discrepancy and Private Investment Expenditure,"
Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 27-61, May.
- Chris Bajada, 2000. "An Examination of the Statistical Discrepancy and Private Investment Expenditure," Working Paper Series 103, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Christopher Bajada, 2002.
"The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 35(3), pages 276-286, September.
- Chris Bajada, 2001. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Working Paper Series 110, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields & Zheng Wang, 2012.
"Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis,"
The Economic Record, The Economic Society of Australia, vol. 88(283), pages 495-516, December.
- Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang, 2011. "The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis," Department of Economics - Working Papers Series 1132, The University of Melbourne.
- Peter B. DixonA & Daina McDonald, 1986. "The Australian Economy in 1985–86 and 1986–87," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 19(2), pages 3-21, June.
- Daina McDonald, 1988. "A Description of Recent Developments in the Australian Economy: An Update to 1 987–88," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 21(3), pages 77-80, September.
- Philip D. Adams, 1989. "Recent Developments in the Australian Economy: An Update to 1988‐89," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 22(3), pages 39-44, September.
- Daina McDonald & B. R. Parmenter, 1985. "The Australian Economy: Current Situation and Outlook to 1986‐87," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(4), pages 3-20, December.
- Christopher Bajada, 2001.
"An Examination of the Statistical Discrepancy and Private Investment Expenditure,"
Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 27-61, May.
- G. C. Lim & B. R. Parmenter, 1985.
"An Analysis of Recent Changes in the Australian Exchange Rate: Nominal and Real,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(2), pages 19-26, June.
Cited by:
- John Fallon & Lynne Thompson, 1987. "An Analysis of the Effects of Recent Changes in the Exchange Rate and the Terms of Trade on the Level and Composition of Economic Activity," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 20(2), pages 24-36, June.
- O'Mara, L. Paul, 1988. "The Medium Term Outlook for the Real Exchange Rate and Real Interest Rates," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 56(01), pages 1-8, April.
- Higgs, Peter J., 1988. "How Domestic Economic Conditions Influence the Real Exchange Rate," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 56(01), pages 1-7, April.
- Peter B. Dixon, 1986. "Prospects for Australian Industries and Occupations, 1985 to 1990," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 19(1), pages 3-28, March.
- Daina McDonald & B. R. Parmenter, 1985. "The Australian Economy: Current Situation and Outlook to 1986‐87," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 18(4), pages 3-20, December.
Chapters
-
Sorry, no citations of chapters recorded.
Books
- Lim, G.C. & McNelis, Paul D., 2008.
"Computational Macroeconomics for the Open Economy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262123061, December.
Cited by:
- Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013.
"Commodity house prices,"
Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.
- Leung, Charles Ka Yui & Shi, Song & Tang, Edward Chi Ho, 2013. "Commodity house prices," MPRA Paper 49489, University Library of Munich, Germany.
- Charles Ka Yui Leung & Song Shi & Edward Tang, 2013. "Commodity house prices," Globalization Institute Working Papers 154, Federal Reserve Bank of Dallas.
- Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
- Teles, Vladimir K. & Costa Junior, Celso Jose & Rosa, Rafael Mouallem, 2015.
"Investment-Specific Technological Change and the Brazilian Macroeconomy,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
- Teles, Vladimir Kühl & Costa Junior, Celso José & Rosa, Rafael Mouallem, 2014. "Investment-specific technological change and the Brazilian macroeconomy," Textos para discussão 373, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020.
"A tractable framework for analyzing a class of nonstationary Markov models,"
Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
- Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
- Zouhair Aït Benhamou, 2017.
"Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy,"
EconomiX Working Papers
2017-49, University of Paris Nanterre, EconomiX.
- Zouhair Ait Benhamou, 2017. "Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy," Post-Print hal-02977727, HAL.
- Minford, Patrick & Hatcher, Michael, 2014.
"Stabilization policy, rational expectations and price-level versus infl?ation targeting: a survey,"
CEPR Discussion Papers
9820, C.E.P.R. Discussion Papers.
- Michael Hatcher & Patrick Minford, 2016. "Stabilisation Policy, Rational Expectations And Price-Level Versus Inflation Targeting: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 327-355, April.
- Hatcher, Michael C. & Minford, Patrick, 2013. "Stabilization policy, rational expectations and price-level versus inflation targeting: a survey," Cardiff Economics Working Papers E2013/14, Cardiff University, Cardiff Business School, Economics Section.
- Phillip Edmund Metaxas & Ernst Juerg Weber, 2014.
"An Australian Contribution to International Trade Theory: The Dependent Economy Model,"
Economics Discussion / Working Papers
14-02, The University of Western Australia, Department of Economics.
- Phillip Edmund Metaxas & Ernst Juerg Weber, 2016. "An Australian Contribution to International Trade Theory: The Dependent Economy Model," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 464-497, September.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020.
"When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning,"
Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
- Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
- Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
- Burkhard Heer & Alfred Maussner, 2011. "Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy," CESifo Working Paper Series 3391, CESifo.
- Philipp Wegmueller, 2014. "Floating or fixed exchange rates: The role of government size," Diskussionsschriften dp1404, Universitaet Bern, Departement Volkswirtschaft.
- Keshab Bhattarai, 2015.
"Financial deepening and economic growth,"
Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1133-1150, March.
- Bhattarai, Keshab, 2013. "Financial Deepening and Economic Growth," MPRA Paper 48696, University Library of Munich, Germany.
- Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
- Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2014. "A real business cycle model with tradable and non-tradable goods for the Spanish economy," Economic Modelling, Elsevier, vol. 36(C), pages 204-212.
- Flaminio Squazzoni, 2010. "The impact of agent-based models in the social sciences after 15 years of incursions," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, vol. 18(2), pages 197-234.
- Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012.
"Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States,"
Economics Letters, Elsevier, vol. 117(1), pages 174-177.
- Richard G. Anderson & Jane M. Binner & Vincent A. Schmidt, 2011. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Working Papers 2011-007, Federal Reserve Bank of St. Louis.
- Gabriel Karagiannides & Christos Liambas, 2019. "Determinacy and Taylor’s Rule with Different Degrees of Trade Openness in a Semi-New Keynesian Model," Applied Economics and Finance, Redfame publishing, vol. 6(6), pages 43-53, November.
- Marco Riguzzi & Philipp Wegmueller, 2017.
"Economic Openness and Fiscal Multipliers,"
International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 1-35, January.
- Marco Riguzzi, 2014. "Economic Openness and Fiscal Multipliers," Diskussionsschriften dp1406, Universitaet Bern, Departement Volkswirtschaft.
- Marco Riguzzi & Philipp Wegmueller, 2015. "Economic Openness and Fiscal Multipliers," Diskussionsschriften dp1504, Universitaet Bern, Departement Volkswirtschaft.
- Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70.
- Jos� Mar�a Mart�n-Moreno & Rafaela P�rez & Jesús Ru�z, 2012. "Private consumption and sector price behaviour in the Spanish economy: a business cycle approach," Applied Economics Letters, Taylor & Francis Journals, vol. 19(9), pages 863-868, June.
- Burkhard Heer & Stefan Franz Schubert, 2011.
"Unemployment and Debt Dynamics in a Highly Indebted Small Open Economy,"
CESifo Working Paper Series
3497, CESifo.
- Heer, Burkhard & Schubert, Stefan Franz, 2012. "Unemployment and debt dynamics in a highly indebted small open economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1392-1413.
- Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Exploring the sources of Spanish macroeconomic fluctuations: An estimation of a small open economy DSGE model," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 417-437.
- Tervala, Juha, 2012.
"International welfare effects of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 356-376.
- Juha Tervala, 2011. "International Welfare Effects of Monetary Policy," Discussion Papers 66, Aboa Centre for Economics.
- Ida, Daisuke, 2011. "Monetary policy and asset prices in an open economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 102-117, August.
- Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
- Jorge Blazquez & Jose Maria Martin-Moreno & Rafaela Perez & Jesus Ruiz, 2017. "Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Hwang, Yu-Ning, 2012. "Financial friction in an emerging economy," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 212-227.
- Ano Sujithan, Kuhanathan, 2014. "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810 edited by Avouyi-Dovi, Sanvi.
- Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: I – construction and Bayesian estimation," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 18, pages 411-440, Edward Elgar Publishing.
- da Silva, Marcos Soares & Divino, Jose Angelo, 2013. "The role of banking regulation in an economy under credit risk and liquidity shock," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 266-281.
- SENBATA, Sisay Regassa, 2011.
"How applicable are the new Keynesian DSGE models to a typical low-income economy?,"
Working Papers
2011016, University of Antwerp, Faculty of Business and Economics.
- Senbeta, Sisay, 2011. "How applicable are the new keynesian DSGE models to a typical low-income economy?," MPRA Paper 30931, University Library of Munich, Germany.
- Jorge Blazquez & Jose Maria Martin-Moreno & Rafaela Perez & Jesus Ruiz, 2017. "Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain," The Energy Journal, , vol. 38(6), pages 161-176, November.
- Zouhair Aït Benhamou, 2017. "Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy," Working Papers hal-04141622, HAL.
- Lacina Balma & Daniel Gurara & Mthuli Ncube, 2019. "Working Paper 320 - Hands Off Oil Revenues? Public Investment and Cash Transfers," Working Paper Series 2446, African Development Bank.
- Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013.
"Commodity house prices,"
Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.